Lhat_eta {logcondens}R Documentation

Value of the Log-Likelihood Function L, where Input is in Eta-Parametrization

Description

Gives the value of

L(varphi) = sum_{i=1}^m w_i varphi(x_i) - int_{x_1}^{x_m} exp(varphi(t)) dt

where varphi is parametrized via

{eta}({varphi}) = Bigl(varphi_1, Bigl(eta_1 + sum_{j=2}^i (x_i-x_{i-1})eta_iBigr)_{i=2}^mBigr).

Usage

Lhat_eta(x, w, eta)

Arguments

x Vector of independent and identically distributed numbers, with strictly increasing entries.
w Optional vector of nonnegative weights corresponding to {x}, where w_1 > 0 and w_m > 0. These raw weights are normalized in order to sum to one. Default: w_i = 1/m.
eta Some vector {eta} of the same length as {x} and {w}.

Value

Value L({varphi}) = L({varphi}({eta})) of the log-likelihood function is returned.

Author(s)

Kaspar Rufibach, kaspar.rufibach@gmail.com

Lutz Duembgen, duembgen@stat.unibe.ch,
http://www.staff.unibe.ch/duembgen


[Package logcondens version 1.3.3 Index]