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drda (version 2.0.5)

loglogistic6_gradient: 6-parameter log-logistic function gradient and Hessian

Description

Evaluate at a particular set of parameters the gradient and Hessian of the 6-parameter log-logistic function.

Usage

loglogistic6_gradient(x, theta)

loglogistic6_hessian(x, theta)

loglogistic6_gradient_hessian(x, theta)

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 six parameters in the form c(alpha, delta, eta, phi, nu, xi).

Details

The 6-parameter log-logistic function f(x; theta) is defined here as

g(x; theta) = (x^eta / (xi * x^eta + nu * phi^eta))^(1 / nu) f(x; theta) = alpha + delta g(x; theta)

where x >= 0, theta = c(alpha, delta, eta, phi, nu, xi), eta > 0, phi > 0, nu > 0, and xi > 0. When delta is positive (negative) the curve is monotonically increasing (decreasing).

Note: The 6-parameter log-logistic function is over-parameterized and non-identifiable from data. It is available only for theoretical research.