ll {ig}R Documentation

Analytical first derivative with respect to lambda of the IGTD

Description

This function computes the first analytical derivative of the loglikelihood with respect to lambda of the IGTD.

Usage

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

Arguments

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.

Value

ll() return the first analytical derivative of the loglikelihood with respect to lambda of the IGTD.

Author(s)

Víctor Leiva <victor.leiva@uv.cl; victor.leiva@yahoo.com>,
Hugo Hernández <hugo.hernandez.p@gmail.com> and
Antonio Sanhueza <asanhueza@ufro.cl>.

References

Sanhueza, A., Leiva, V., Balakrishnan, N. (2008). A new class of inverse Gaussian type distributions. Metrika (in press).


[Package ig version 1.2 Index]