llikT function

Log likelihood of T and it's derivatives (from stan)

llikT(x, df, mean = 0, sd = 1, full = FALSE)

Arguments

• x: Observation
• df: degrees of freedom ($> 0$, maybe non-integer). df = Inf is allowed.
• mean: Mean for the likelihood
• sd: Standard deviation for the likelihood
• full: Add the data frame showing x, mean, sd as well as the fx and derivatives

Returns

data frame with fx for the log pdf value of with dDf

dMean and dSd that has the derivatives with respect to the parameters at the observation time-point

Details

In an rxode2() model, you can use llikT() but you have to use all arguments. You can also get the derivative of df, mean and sd with llikTDdf(), llikTDmean() and llikTDsd().

Examples

x <- seq(-3, 3, length.out = 21)

llikT(x, 7, 0, 1)

llikT(x, 15, 0, 1, full=TRUE)

et <- et(-3, 3, length.out=10)
et$nu <- 7
et$mean <- 0
et$sd <- 1

model <- function() {
  model({
    fx <- llikT(time, nu, mean, sd)
    dDf <- llikTDdf(time, nu, mean, sd)
    dMean <- llikTDmean(time, nu, mean, sd)
    dSd   <- llikTDsd(time, nu, mean, sd)
  })
}

rxSolve(model, et)

Author(s)

Matthew L. Fidler