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

被引：4
|
作者：
Brown, BW [1 ]
Spears, FM [1 ]
Levy, LB [1 ]
Lovato, J [1 ]
Russell, K [1 ]
机构：
[1] UNIV HOUSTON CLEAR LAKE, DEPT MATH, HOUSTON, TX 77058 USA
来源：
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE | 1996年 / 22卷 / 03期
关键词：
accelerated failure; log-F distribution; log-likelihood;
D O I：
10.1145/232826.232858
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
Two 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.
引用
收藏
页码：372 / 382
页数：11
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