gamlss (version 5.4-12)

gen.likelihood: A function to generate the likelihood function from a GAMLSS object

Description

This function generate a function with argument the parameters of the GAMLSS model which can evaluate the log-likelihood function.

Usage

gen.likelihood(object)

Value

A function of the log-likelihood

Arguments

object

A gamlss fitted model

Author

Mikis Stasinopoulos Bob Rigby and Vlasios Voudouris

Details

The purpose of this function is to help the function vcov() to get he right Hessian matrix after a model has fitted. Note that at the momment smoothing terms are consideted as fixed.

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

(see also https://www.gamlss.com/).

See Also

vcov

Examples

data(aids)
m1 <- gamlss(y~x+qrt, data=aids, family=NBI)
logL<-gen.likelihood(m1)
logL()
logLik(m1)