loglikinterval: log-likelihood of an observed interval distribution
Description
log-likelihood of an observed interval distribution
Usage
loglikinterval(
data,
mu,
sigma,
p,
N = 5L,
fun = "gamma",
trunc = c(0, Inf),
fpp = 0
)
Arguments
data
A numeric list of intervals.
mu
mean arrival interval.
sigma
standard deviation of the arrival interval.
p
chance to not observe an arrival.
N
Maximum number of missed observations to be taken into account (default N=5).
fun
Assumed distribution for the intervals, one of "normal" or "gamma", corresponding
to the Normal and GammaDist distributions
trunc
Use a truncated probability density function with range trunc
fpp
Baseline proportion of intervals distributed as a random poisson process with mean arrival interval mu
Value
returns the value of the loglikelihood
Details
Refer to intervalpdf for details on the functional form of
the probability density function of an observed interval distribution \(\phi_{obs}\).
The log-likelihood \(L\) given a set of intervals \(x_j\) in data is given by
$$L(\mu,\sigma,p)=\log \sum_j \phi_{obs}(x_j | \mu,\sigma,p)$$
The function is provided to allow likelihood maximisation by other optimization
tools than the default by optim.