Evaluate at a particular set of parameters the gradient and Hessian of the log-Gompertz function.
loggompertz_gradient_2(x, theta)loggompertz_hessian_2(x, theta)
loggompertz_gradient_hessian_2(x, theta)
Gradient or Hessian of the alternative parameterization evaluated at the specified point.
numeric vector at which the function is to be evaluated.
numeric vector with the four parameters in the form
c(alpha, delta, eta, phi)
.
The log-Gompertz function f(x; theta)
is defined here as
f(x; theta) = alpha + delta exp(-(phi / x)^eta)
where x >= 0
, theta = c(alpha, delta, eta, phi)
, eta > 0
, and
phi > 0
. By convention we set
f(0; theta) = lim_{x -> 0} f(x; theta) = alpha
.
This set of functions use a different parameterization from
link[drda]{loggompertz_gradient}
. To avoid the non-negative
constraints of parameters, the gradient and Hessian computed here are for
the function with eta2 = log(eta)
and phi2 = log(phi)
.
Note that argument theta
is on the original scale and not on the log scale.