Local_LL_all {logcondens} | R Documentation |
Computes the value of the log-likelihood function
L(varphi) = sum_{i=1}^m w_i varphi(x_i) - int_{x_1}^{x_m} exp(varphi(t)) dt,
a new candidate for varphi via the Newton method as well as the directional derivative of {varphi} to L({varphi}) into that direction.
Local_LL_all(x, w, phi)
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. |
phi |
Some vector {varphi} of the same length as {x} and {w}. |
ll |
Value L(varphi) of the log-likelihood function at varphi. |
phi_new |
New candidate for varphi via the Newton-method, using the complete Hessian matrix. |
dirderiv |
Directional derivative of varphi to L(varphi) into the direction varphi_{new}. |
Kaspar Rufibach, kaspar.rufibach@gmail.com
Lutz Duembgen, duembgen@stat.unibe.ch,
http://www.staff.unibe.ch/duembgen