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tcensReg (version 0.1.7)

tcensReg_llike: Log Likelihood for Truncated Normal Distribution with Censoring with Linear Equation Mean

Description

This is a supporting function that is used to calculate the log likelihood value at the nth iteration of theta.

Usage

tcensReg_llike(theta, y, X, a = -Inf, v = NULL)

Arguments

theta

Numeric vector containing estimates of \(\beta\) and \(\log(\sigma)\)

y

Numeric vector with the observed truncated and censored outcomes

X

Numeric design matrix

a

Numeric scalar indicating the truncation value. Initial value is -Inf indicating no truncation

v

Numeric scalar indicating the censoring value. Initially set to NULL indicating no censoring

Value

Scalar value of the log-likelihood at the nth iterate

Details

If a and/or v are not specified then the corresponding censored only, truncated only, or gaussian log likelihood will be used. This function is called as part of the Newton-Raphson algorithm in tcensReg_newton and in additional optimization methods in tcensReg_optim.