distrMod: internalmleHelpers – R documentation

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distrMod

internalmleHelpers

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)

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`.
`validity.check`	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.

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).

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.

Author(s)

Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de