logcondens: Local_LL_all – R documentation

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Local_LL_all

Log-likelihood, New Candidate and Directional Derivative for L

Computes the value of the log-likelihood function

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

a new candidate for φ via the Newton method as well as the directional derivative of φ \to L(φ) 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_m.
`phi`	Some vector φ of the same length as x and w.

`ll`	Value L(φ) of the log-likelihood function at φ.
`phi_new`	New candidate for φ via the Newton-method, using the complete Hessian matrix.
`dirderiv`	Directional derivative of φ \to L(φ) into the direction φ_{new}.

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

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