loglikigt {ig}R Documentation

Loglikelihood function associated with the IGTD

Description

This function computes the numerical value of the loglikelihood function associated with the IGTD.

Usage

loglikigt(x, nu = 1.0, kernel = "normal")

Arguments

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

Compute the loglikelihood function associated to the inverse Gaussian type distribution.

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).

Examples

## Generates a sample from the IGTD with normal kernel
x <- rigt(300, mu = 1.0, lambda = 1.0, kernel = "normal")

## Computes the valur for the likelihood for a sample x from the IGTD 
## with normal kernel
loglikigt(x, nu = 1.0, kernel = "normal")

[Package ig version 1.2 Index]