Loglikelihood of PI with matrix-lognormal using uniformization
Loglikelihood for a sample.
logLikelihoodMlognormal_UNIs( h, alpha, S, beta, obs, weight, rcens, rcweight, scale1, scale2 )
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.Useful links