ll: Log-Likelihood

Description

These functions calculate the log-likelihood of an IID sample for specific values of the distribution parameters. See Details.

Usage

ll(x, prm, distr, ...)
# S4 method for ANY,ANY,character
ll(x, prm, distr, ...)
llbeta(x, shape1, shape2)
# S4 method for numeric,numeric,Beta
ll(x, prm, distr)
llbinom(x, size, prob)
# S4 method for numeric,numeric,Binom
ll(x, prm, distr)
lldirich(x, shape, mar = 2)
# S4 method for matrix,numeric,Dirichlet
ll(x, prm, distr, mar = 2)
llexp(x, rate)
# S4 method for numeric,numeric,Exp
ll(x, prm, distr)
llgamma(x, shape, scale)
# S4 method for numeric,numeric,Gammad
ll(x, prm, distr)
llmgamma(x, shape, scale, mar = 2)
# S4 method for matrix,numeric,MGamma
ll(x, prm, distr, mar = 2)
llnorm(x, mean, sd)
# S4 method for numeric,numeric,Norm
ll(x, prm, distr)
llpois(x, lambda)
# S4 method for numeric,numeric,Pois
ll(x, prm, distr)

Value

Numeric. The value of the log-likelihood function.

Arguments

x: numeric. A sample under estimation.
prm: numeric. A vector of the distribution parameters.
distr: A subclass of Distribution. The distribution family assumed.
...: extra arguments.
shape1, shape2, size, prob, shape, rate, scale, mean, sd, lambda: numeric. Distribution parameters.
mar: numeric. In univariate distributions, a matrix can be given instead of a vector. In this case, the apply function is utilized and mar is passed to the MARGIN argument. If each sample is a row, set mar = 1, if it is a column, set mar = 2 (the default).

Details

The log-likelihood functions are provided in two forms: the ll<name> distribution-specific version that follows the base R conventions, and the S4 generic ll that complements the distr package functionalities.