A function to generate the likelihood function from a GAMLSS object

Description

This function generate a function with argument the parameters of the GAMLSS model which can evaluate the log-likelihood function.

Usage

gen.likelihood(object)

Arguments

Details

The purpose of this function is to help the function vcov() to get he right Hessian matrix after a model has fitted. Note that at the momment smoothing terms are consideted as fixed.

Value

A function of the log-likelihood

Author(s)

Mikis Stasinopoulos d.stasinopoulos@londonmet.ac.uk Bob Rigby r.rigby@londonmet.ac.uk and Vlasios Voudouris

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Stasinopoulos D. M., Rigby R.A. and Akantziliotou C. (2006) Instructions on how to use the GAMLSS package in R. Accompanying documentation in the current GAMLSS help files, (see also http://www.gamlss.org/).

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.org/v23/i07.

See Also

vcov

Examples

data(aids)
m1 <- gamlss(y~x+qrt, data=aids, family=NBI)
logL<-gen.likelihood(m1)
logL()
logLik(m1)