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Last data update: 2014.03.03

R: Value of the Log-Likelihood Function L, where Input is in...

Lhat_eta

R Documentation

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.