NlLike

The function compute the Negative Log-Likelihood value that has to be used for optimization in MLE function.

An implementation for computing Optimal B-Robust Estimators of two-parameter
distribution. The procedure is composed of some equations
that are evaluated alternatively until the solution is reached. Some tools
for analyzing the estimates are included. The most relevant is
covariance matrix computation using a closed formula.

Fabio Piacenza

OBRE

Optimal B-Robust Estimator Tools

Andrea Riboldi

Ivan Luciano Danesi

Oliver Kuehnle

Davide Di Vincenzo

Ruben Ciaponi

Stephen Allen

Novella Saccenti

Annarita Filippi

NlLike function

<dl><dt>nvTheta</dt>
<dd>Parameters of the distribution.</dd>
<dt>nvData</dt>
<dd>The vector of the data.</dd>
<dt>lDensityExpr</dt>
<dd>The distribution density espressions.</dd></dl>

Arguments

Negative Log-Likelihood — NlLike

<dl>

<dt>nvTheta</dt>
<dd>Parameters of the distribution.</dd>


<dt>nvData</dt>
<dd>The vector of the data.</dd>


<dt>lDensityExpr</dt>
<dd>The distribution density espressions.</dd>

</dl>

Negative Log-Likelihood

NlLike: Negative Log-Likelihood

Description

Usage

Value

Arguments