Lhat_eta {logcondens} | R Documentation |
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).
Lhat_eta(x, w, eta)
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 L({varphi}) = L({varphi}({eta})) of the log-likelihood function is returned.
Kaspar Rufibach, kaspar.rufibach@gmail.com
Lutz Duembgen, duembgen@stat.unibe.ch,
http://www.staff.unibe.ch/duembgen