logLikelihoodMlognormal_UNIs function

Loglikelihood of PI with matrix-lognormal using uniformization

Loglikelihood of PI with matrix-lognormal using uniformization

Loglikelihood for a sample.

logLikelihoodMlognormal_UNIs( h, alpha, S, beta, obs, weight, rcens, rcweight, scale1, scale2 )

Arguments

  • h: Positive parameter.
  • alpha: Initial probabilities.
  • S: Sub-intensity matrix.
  • beta: Parameter of transformation.
  • obs: The observations.
  • weight: Weights of the observations.
  • rcens: Censored observations.
  • rcweight: Weights of the censored observations.
  • scale1: Scale for observations.
  • scale2: Scale for censored observations.