loglike_unitquantreg {unitquantreg}

Log-likelihood, score vector and hessian matrix.

Description

Internal functions using in unitquantreg.fit to compute the negative log-likelihood function, the score vector and the hessian matrix using analytic expressions written in C++.

Usage

loglike_unitquantreg(par, tau, family, linkobj, linkobj.theta, X, Z, y)

Arguments

par

vector of regression model coefficients for \mu and/or \theta.

tau

quantile level, value between 0 and 1.

family

specify the distribution family name.

linkobj, linkobj.theta

a function, usually obtained from make.link for link function of \mu and \theta, respectively.

X

design matrix related to the \mu parameter.

Z

design matrix related to the \theta parameter.

y

vector of response variable.