Lhat_eta {logcondens}R Documentation

Value of the Log-Likelihood Function L, where Input is in Eta-Parametrization

Description

Gives the value of

L(varphi) = sum_{i=1}^m w_i varphi(x_i) - int_{x_1}^{x_m} exp(varphi(t)) dt

where varphi is parametrized via

eta(varphi) = Bigl(varphi_1, Bigl(eta_1 + sum_{j=2}^i (x_i-x_{i-1})eta_iBigr)_{i=2}^mBigr).

Usage

Lhat_eta(x, w, eta)

Arguments

x Vector of independent and identically distributed numbers, with strictly increasing entries.
w Optional vector of nonnegative weights corresponding to x, where w_1 > 0 and w_m > 0. These raw weights are normalized in order to sum to one. Default: w_i = 1/m.
eta Some vector eta of the same length as x and w.

Value

Value L(varphi) = L(varphi(eta)) of the log-likelihood function is returned.

Author(s)

Kaspar Rufibach, kaspar.rufibach@stanford.edu,
http://www.stanford.edu/~kasparr

Lutz Duembgen, duembgen@stat.unibe.ch,
http://www.stat.unibe.ch/~duembgen


[Package logcondens version 1.2 Index]