loglikgeomRoy {bivgeom} | R Documentation |
Negative log-likelihood function for Roy's bivariate geometric model
loglikgeomRoy(par, x, y)
par |
a vector containing the values of the three parameters θ_1, θ_2, and θ_3 |
x |
numeric vector of sample x-values (non-negative integers) |
y |
numeric vector of sample x-values (non-negative integers), same length as |
Value of the negative log-likelihood function
Alessandro Barbiero
Roy, D. (1993) Reliability measures in the discrete bivariate set-up and related characterization results for a bivariate geometric distribution, Journal of Multivariate Analysis 46(2), 362-373.
theta1 <- 0.5 theta2 <- 0.7 theta3 <- 0.9 # random sample of size n=1000: set.seed(12345) n <- 1000 d <- rbivgeomRoy(n, theta1, theta2, theta3) # parameter estimation, using the different proposed methods: hattheta <- estbivgeomRoy(d[,1], d[,2], "ML") loglikgeomRoy(hattheta, x=d[,1], y=d[,2]) # negative value of the (maximized) log-likelihood function