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distrMod (version 2.9.4)

internal_mlehelpers_for_distrMod: Internal helper functions for treating MCEstimators in package distrMod

Description

These functions are used internally by functions MCEstimator and MLEstimator in package ``distrMod''.

Usage

.negLoglikelihood(x, Distribution, ..., dropZeroDensity = TRUE)
.process.meCalcRes(res, PFam, trafo, res.name, call, asvar.fct, check.validity,
                   ..., toClass="", .withEvalAsVar = TRUE, x = NULL, nmsffx = "")
.callParamFamParameter(PFam, theta, idx, nuis, fixed)

Value

negLoglikelihood

the (numeric) value of the negative log likelihood evaluated at the data and the given distribution

.get.criterion.fct

a function as described in section ``details''

.process.meCalcRes

an object of class MCEstimate

.callParamFamParameter

an object of class ParamFamParameter or if necessary a corresponding subclass.

Arguments

x

numeric; the data at which to evaluate the negative log likelihood

Distribution

an object of class Distribution; the distribution at which to evaluate the negative log likelihood

...

in case of .negLoglikelihood simply to be able to use the general calling for the criterion function; in case of .process.meCalcRes further arguments to be passed to function asvar.fct

res

a list; the return value of mleCalc or mceCalc

PFam

an object of class ParamFamily; the parametric family at which to evaluate the MCE

trafo

the trafo matrix or a function returning it or NULL

res.name

the name of the corresponding estimator

call

the original call with which the estimate was produced

asvar.fct

a function producing an asymptotic covariance matrix or NULL.

check.validity

logical: shall return parameter value be checked for validity?

theta

parameter vector

idx

indices of the main part of the component

nuis

nuisance part of the parameter

fixed

fixed part of the parameter

.withEvalAsVar

logical: shall slot asVar be evaluated (if asvar.fct is given) or just the call be returned?

dropZeroDensity

logical of length 1; shall observations with density zero be dropped? Optimizers like optim require finite values, so get problems when negative loglikelihood is evaluated.

nmsffx

character: a potential suffix to be appended to the estimator name.

toClass

character: if not "" the name of a more specific return class.

Author

Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de

Details

.negLoglikelihood uses the log -argument of the corresponding d-slot of the distribution if available; else produces log(d(Distribution)(x)).

.process.meCalcRes processes the resulting return value list of methods mceCalc and mleCalc to give a corresponding object of class MCEstimate.

.callParamFamParameter determines by means of the family-slot parameter whether this is of a subclass of ParamFamParameter, and if so manipulates the call to generating function ParamFamParameter accordingly (such that the result has the convenient type and the convenient extra slots).

See Also

MCEstimate-class, mle-class,