Algorithm 762 LLDRLF, log-likelihood and some derivatives for log-F models.

Algorithm 762 LLDRLF, log-likelihood and some derivatives for log-F models.

The flexible statistical models incorporating the log-F distribution are little used because of numeric difficulties. We describe a method for calculating the log-likelihood and two derivatives with respect to the data argument. Fortran subroutines incorporating these calculations are provided.

Bibliographic Details
Published in:ACM transactions on mathematical software. 22, 3 (1996).
Main Author: Brown, Barry W.
Other Authors: Levy, Lawrence B., Lovato, James, Russel, Kathy l., Spears, Floyd M.
Format: Article
Language:English
Subjects:
Accelerated failure.
Log-F distribution.
Log-likelihood.