Lhat_eta {logcondens} | R Documentation |
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).
Lhat_eta(x, w, eta)
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 L(varphi) = L(varphi(eta)) of the log-likelihood function is returned.
Kaspar Rufibach, kaspar.rufibach@stanford.edu,
http://www.stanford.edu/~kasparr
Lutz Duembgen, duembgen@stat.unibe.ch,
http://www.stat.unibe.ch/~duembgen