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drda (version 2.0.5)

loglogistic2_gradient: 2-parameter log-logistic function gradient and Hessian

Description

Evaluate at a particular set of parameters the gradient and Hessian of the 2-parameter log-logistic function.

Usage

loglogistic2_gradient(x, theta, delta)

loglogistic2_hessian(x, theta, delta)

loglogistic2_gradient_hessian(x, theta, delta)

Value

Gradient or Hessian evaluated at the specified point.

Arguments

x

numeric vector at which the function is to be evaluated.

theta

numeric vector with the two parameters in the form c(eta, phi).

delta

value of delta parameter (either 1 or -1).

Details

The 2-parameter log-logistic function f(x; theta) is defined here as

g(x; theta) = x^eta / (x^eta + phi^eta) f(x; theta) = alpha + delta g(x; theta)

where x >= 0, theta = c(alpha, delta, eta, phi), eta > 0, and phi > 0. Only eta and phi are free to vary (therefore the name), while c(alpha, delta) are constrained to be either c(0, 1) (monotonically increasing curve) or c(1, -1) (monotonically decreasing curve).