ALGORITHM 762 - LLDRLF, LOG-LIKELIHOOD AND SOME DERIVATIVES FOR LOG-FMODELS

Authors
BROWN BW SPEARS FM LEVY LB LOVATO J RUSSELL K
Citation
Bw. Brown et al., ALGORITHM 762 - LLDRLF, LOG-LIKELIHOOD AND SOME DERIVATIVES FOR LOG-FMODELS, ACM transactions on mathematical software, 22(3), 1996, pp. 372-382
Citations number
9
Categorie Soggetti
Computer Sciences",Mathematics
Journal title
ACM transactions on mathematical software → ACNP
ISSN journal
00983500
Volume
22
Issue
3
Year of publication
1996
Pages
372 - 382
Database
ISI
SICI code
0098-3500(1996)22:3<372:A7-LLA>2.0.ZU;2-4
Abstract
Two flexible statistical models incorporating the log-F distribution a re little used because of numeric difficulties. We describe a method f or calculating the log-likelihood and two derivatives with respect to the data argument. Fortran subroutines incorporating these calculation s are provided.