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DOBAD (version 1.0.6)

BDPOloglikeGradSqr.CTMC_PO_many: Gradient-Squared of PartialData likelihood

Description

In Louis' 82 formula for the information of partially observed data, the last term is the gradient-squared of the partial data likelihood. It doesn't have to be calculated because it's 0 at the MLE, but it's coded here for debugging purposes.

Usage

BDPOloglikeGradSqr.CTMC_PO_many(partialDat, L, m, beta, n.fft = 1024)

Arguments

partialDat

CTMC_PO_many.

L

lambda at which to calculate information; usually MLE.

m

mu at which to calculate information; usually MLE.

beta

known constant defining nu via nu=beta*lambda.

n.fft

deprecated unused.