distr_score function

Compute Score

A function computing score or scaled score for a given distribution.

distr_score(y, f, distr, param = NULL, par_link = NULL, scaling = NULL)

Arguments

• y: Observations. For an univariate distribution, a numeric vector. For a multivariate distribution, a numeric matrix with observations in rows or a numeric vector of a single observation.
• f: Parameters. For the same parameters for all observations, a numeric vector. For individual parameters for each observation, a numeric matrix with rows corresponding to observations.
• distr: A distribution.
• param: A parametrization of the distribution.
• par_link: An optional logical vector indicating whether the logarithmic/logistic link should be applied to restricted parameters in order to obtain unrestricted values. Defaults to keeping the original link for all parameters.
• scaling: An optional scaling function for the score. The supported scaling functions are the unit scaling (scaling = "unit"), the inverse of the Fisher information matrix scaling (scaling = "fisher_inv"), and the inverse square root of the Fisher information matrix scaling (scaling = "fisher_inv_sqrt").

Returns

The (scaled) score.

Examples

# Score for the negative binomial distribution
distr_score(y = c(1, 8, 5, 0, 0), f = c(13.50, 0.03), distr = "negbin")

See Also

distr()