Value of the Log-Likelihood Function L, where Input is in Eta-Parametrization
Gives the value of
L(φ) = ∑_{i=1}^m w_i φ(x_i) - int_{x_1}^{x_m} exp(φ(t)) dt
where φ is parametrized via
η(φ) = (φ_1, (η_1 + ∑_{j=2}^i (x_i-x_{i-1})η_i)_{i=2}^m).
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_m. |
eta |
Some vector η of the same length as x and w. |
Value L(φ) = L(φ(η)) of the log-likelihood function is returned.
This function is not intended to be invoked by the end user.
Kaspar Rufibach, kaspar.rufibach@gmail.com,
http://www.kasparrufibach.ch
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