lab {gbs}R Documentation

Analytical second derivative for the GBSD

Description

This function computes the second analytical derivative of the loglikelihood with respect to α and β of the GBSD.

Usage

lab(theta, x, nu = 1.0, kernel = "normal")

Arguments

theta Vector of parameters {alpha} and {beta}.
x Vector of observations.
nu Shape parameter corresponding to the degrees of freedom of the t distribution. In the case of the Laplace, logistic, normal kernels, nu can be fixed at the value 1.0 since this parameter is not involved in these kernels.
kernel Kernel of the pdf of the associated symmetrical distribution by means of which the GBSD is obtained. The kernels: laplace, logistic, normal and t are available.

Value

lab() return the second analytical derivative of the loglikelihood with respect to α and β of the GBSD.

Author(s)

Barros, Michelli <michelli.karinne@gmail.com>
Leiva, Victor <victor.leiva@uv.cl, victor.leiva@yahoo.com>
Paula, Gilberto A. <giapaula@ime.usp.br>

References

Diaz-Garcia, J.A., Leiva, V. (2005) A new family of life distributions based on elliptically contoured distributions. J. Stat. Plan. Infer. 128:445-457 (Erratum: J. Stat. Plan. Infer. 137:1512-1513).

Leiva, V., Barros, M., Paula, G.A., Sanhueza, A. (2008) Generalized Birnbaum-Saunders distributions applied to air pollutant concentration. Environmetrics 19:235-249.

Sanhueza, A., Leiva, V., Balakrishnan, N. (2008) The generalized Birnbaum-Saunders distribution and its theory, methodology and application. Comm. Stat. Theory and Meth. 37:645-670.


[Package gbs version 1.0 Index]