lmu {ig} | R Documentation |
This function computes the firt analytical derivative of the loglikelihood with respect to mu of the IGTD.
lmu(theta, x, nu = 1, kernel = "normal")
theta |
Vector of parameters mu and lambda . |
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 IGTD is obtained. The kernels:
"laplace" , "logistic" , "normal" and
"t" are available. |
lmu()
return the firt analytical derivative of the loglikelihood
with respect to mu of the IGTD.
Víctor Leiva <victor.leiva@uv.cl; victor.leiva@yahoo.com>,
Hugo Hernández <hugo.hernandez.p@gmail.com> and
Antonio Sanhueza <asanhueza@ufro.cl>.
Sanhueza, A., Leiva, V., Balakrishnan, N. (2008). A new class of inverse Gaussian type distributions. Metrika (in press).