dynloglik {FitDynMix} | R Documentation |
This function evaluates the log-likelihood of a Lognormal-GPD dynamic mixture, computing the integral in the normalizing constant via quadrature methods.
dynloglik(x, y, intTol, weight)
x |
if weight is equal to 'cau', (6 by 1) numerical vector: values of |
y |
vector: points where the function is evaluated. |
intTol |
non-negative scalar: threshold for stopping the computation of the integral in the normalization constant: if the integral on the interval from n-1 to n is smaller than intTol, the approximation procedure stops. |
weight |
'cau' or 'exp': name of weight distribution. |
log-likelihood of the lognormal-GPD mixture evaluated at y.
x <- c(1,2,0,.5,.25,3.5)
y <- rDynMix(100,x,'cau')
fit <- dynloglik(x,y,1e-04,'cau')