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distrMod (version 2.5.3)

internal_mlehelpers_for_distrMod: Internal helper functions for treating MCEstimators in package distrMod

Description

These functions are used internally by functions MCEstimator and MLEstimator in package ``distrMod''.

Usage

.negLoglikelihood(x, Distribution, ...) .process.meCalcRes(res, PFam, trafo, res.name, call, asvar.fct, check.validity, ..., .withEvalAsVar = TRUE) .callParamFamParameter(PFam, theta, idx, nuis, fixed)

Arguments

x
numeric; the data at which to evaluate the negative log likelihood
Distribution
an object of class Distribution; the distribution at which to evaluate the negative log likelihood
...
in case of .negLoglikelihood simply to be able to use the general calling for the criterion function; in case of .process.meCalcRes further arguments to be passed to function asvar.fct
res
a list; the return value of mleCalc or mceCalc
PFam
an object of class ParamFamily; the parametric family at which to evaluate the MCE
trafo
the trafo matrix or a function returning it or NULL
res.name
the name of the corresponding estimator
call
the original call with which the estimate was produced
asvar.fct
a function producing an asymptotic covariance matrix or NULL.
validity.check
logical: shall return parameter value be checked for validity?
theta
parameter vector
idx
indices of the main part of the component
nuis
nuisance part of the parameter
fixed
fixed part of the parameter
.withEvalAsVar
logical: shall slot asVar be evaluated (if asvar.fct is given) or just the call be returned?

Value

negLoglikelihood
the (numeric) value of the negative log likelihood evaluated at the data and the given distribution
.get.criterion.fct
a function as described in section ``details''
.process.meCalcRes
an object of class MCEstimate
.callParamFamParameter
an object of class ParamFamParameter or if necessary a corresponding subclass.

Details

.negLoglikelihood uses the log -argument of the corresponding d-slot of the distribution if available; else produces log(d(Distribution)(x)). .get.criterion.fct produces a function criterion.fct to fill slot minuslogl when an object of class MCEstimate is coerced to class mle (from package stats4); this way we may use profiling methods introduced there also for objects of our classes. More specifically, we produce a function where all coordinates/components of theta appear as separate named arguments, which then calls fun with these separate arguments again stacked to one (named) vector argument;

.process.meCalcRes processes the resulting return value list of methods mceCalc and mleCalc to give a corresponding object of class MCEstimate.

.callParamFamParameter determines by means of the family-slot parameter whether this is of a subclass of ParamFamParameter, and if so manipulates the call to generating function ParamFamParameter accordingly (such that the result has the convenient type and the convenient extra slots).

See Also

MCEstimate-class, mle-class,