| Local_LL_all {logcondens} | R Documentation |
Computes the value of the log-likelihood function
L(φ) = ∑_{i=1}^m w_i φ(x_i) - int_{x_1}^{x_m} exp(φ(t)) dt,
a new candidate for φ via the Newton method as well as the directional derivative of φ \to L(φ) into that direction.
Local_LL_all(x, w, phi)
x |
Vector of independent and identically distributed numbers, with strictly increasing entries. |
w |
Optional vector of nonnegative weights corresponding to x_m. |
phi |
Some vector φ of the same length as x and w. |
ll |
Value L(φ) of the log-likelihood function at φ. |
phi_new |
New candidate for φ via the Newton-method, using the complete Hessian matrix. |
dirderiv |
Directional derivative of φ \to L(φ) into the direction φ_{new}. |
This function is not intended to be invoked by the end user.
Kaspar Rufibach, kaspar.rufibach@gmail.com,
http://www.kasparrufibach.ch
Lutz Duembgen, duembgen@stat.unibe.ch,
http://www.imsv.unibe.ch/content/staff/personalhomepages/duembgen/index_eng.html