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Local_LL

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


Description

Gives the value of

L(φ) = ∑_{i=1}^m w_i φ(x_i) - int_{x_1}^{x_m} \exp(φ(t)) dt.

Usage

Local_LL(x, w, phi)

Arguments

x

Vector of independent and identically distributed numbers, with strictly increasing entries.

w

Optional vector of nonnegative weights corresponding to x_m.

phi

Some vector φ of the same length as x and w.

Value

Value L=L(φ) of the log-likelihood function is returned.

Note

This function is not intended to be invoked by the end user.

Author(s)


logcondens

Estimate a Log-Concave Probability Density from Iid Observations

v2.1.5
GPL (>= 2)
Authors
Kaspar Rufibach <kaspar.rufibach@gmail.com> and Lutz Duembgen <duembgen@stat.unibe.ch>
Initial release
2016-07-11

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