internal_mlehelpers_for_distrMod {distrMod} | R Documentation |
These functions are used internally by functions MCEstimator
and
MLEstimator
in package ``distrMod''.
.negLoglikelihood(x, Distribution, ...) .process.meCalcRes(res, PFam, trafo, res.name, call, asvar.fct, ...)
x |
numeric; the data at which to evaluate the negative log likelihood |
Distribution |
an object of class Distribution ;
the distribution at which to evaluate the negative log likelihood |
... |
in case of .negLoglikelihood simply to be able to use
the general calling for the criterion function;
in case of .process.meCalcRes further arguments to be passed
to function asvar.fct |
res |
a list; the return value of mleCalc or mceCalc |
PFam |
an object of class ParamFamily ;
the parametric family at which to evaluate the MCE |
trafo |
the trafo matrix or a function returning it or NULL |
res.name |
the name of the corresponding estimator |
call |
the original call with which the estimate was produced |
asvar.fct |
a function producing an asymptotic covariance matrix or NULL . |
.negLoglikelihood
uses the log
-argument of the corresponding d
-slot
of the distribution if available; else produces log(d(Distribution)(x))
.
.get.criterion.fct
produces a function criterion.fct
to fill slot minuslogl
when an object of class MCEstimate
is coerced to class mle
(from package stats4);
this way we may use profiling methods introduced there also for objects
of our classes. More specifically, we produce a function where all
coordinates/components of theta
appear as separate named
arguments, which then calls fun
with these separate arguments
again stacked to one (named) vector argument;
.process.meCalcRes
processes the resulting return value list of methods
mceCalc
and mleCalc
to give a corresponding object of
class MCEstimate
.
negLoglikelihood |
the (numeric) value of the negative log likelihood evaluated at the data and the given distribution |
.get.criterion.fct |
a function as described in section ``details'' |
.process.meCalcRes |
an object of class MCEstimate |
Peter Ruckdeschel Peter.Ruckdeschel@itwm.fraunhofer.de