qrLogLik

Function to give the (negative) log likelihood for fitting cdfquantile distributions.

Employs a two-parameter family of
distributions for modelling random variables on the (0, 1) interval by
applying the cumulative distribution function (cdf) of one parent
distribution to the quantile function of another.

Yiyun Shou

cdfquantreg

Quantile Regression for Random Variables on the Unit Interval

Michael Smithson

qrLogLik function

<dl><dt>y</dt>
<dd>the vector to be evaluated.</dd>
<dt>mu</dt>
<dd>mean of the distribution.</dd>
<dt>sigma</dt>
<dd>sigma of the distribution.</dd>
<dt>fd</dt>
<dd>A string that specifies the parent distribution.</dd>
<dt>sd</dt>
<dd>A string that specifies the sub-family distribution.</dd>
<dt>total</dt>
<dd>whether the sum of logliklihood is calculated</dd></dl>

Arguments

Log Likelihood for Fitting Cdfquantile Distributions — qrLogLik

<dl>

<dt>y</dt>
<dd>the vector to be evaluated.</dd>


<dt>mu</dt>
<dd>mean of the distribution.</dd>


<dt>sigma</dt>
<dd>sigma of the distribution.</dd>


<dt>fd</dt>
<dd>A string that specifies the parent distribution.</dd>


<dt>sd</dt>
<dd>A string that specifies the sub-family distribution.</dd>


<dt>total</dt>
<dd>whether the sum of logliklihood is calculated</dd>

</dl>

qrLogLik: Log Likelihood for Fitting Cdfquantile Distributions

Description

Usage

Value

Arguments

Examples