R/llik.R
llikCauchy.Rdlog likelihood of Cauchy distribution and it's derivatives (from stan)
llikCauchy(x, location = 0, scale = 1, full = FALSE)Observation
location and scale parameters.
Add the data frame showing x, mean, sd as well as the fx and derivatives
data frame with fx for the log pdf value of with
dLocation and dScale that has the derivatives with respect to the parameters at
the observation time-point
x <- seq(-3, 3, length.out = 21)
llikCauchy(x, 0, 1)
#> fx dLocation dScale
#> 1 -3.447315 -0.6000000 0.8000000
#> 2 -3.259780 -0.6513872 0.7587455
#> 3 -3.055753 -0.7100592 0.7041420
#> 4 -2.832979 -0.7763401 0.6303142
#> 5 -2.589293 -0.8490566 0.5283019
#> 6 -2.323385 -0.9230769 0.3846154
#> 7 -2.036728 -0.9836066 0.1803279
#> 8 -1.738057 -0.9944751 -0.1049724
#> 9 -1.452215 -0.8823529 -0.4705882
#> 10 -1.230908 -0.5504587 -0.8348624
#> 11 -1.144730 0.0000000 -1.0000000
#> 12 -1.230908 0.5504587 -0.8348624
#> 13 -1.452215 0.8823529 -0.4705882
#> 14 -1.738057 0.9944751 -0.1049724
#> 15 -2.036728 0.9836066 0.1803279
#> 16 -2.323385 0.9230769 0.3846154
#> 17 -2.589293 0.8490566 0.5283019
#> 18 -2.832979 0.7763401 0.6303142
#> 19 -3.055753 0.7100592 0.7041420
#> 20 -3.259780 0.6513872 0.7587455
#> 21 -3.447315 0.6000000 0.8000000
llikCauchy(x, 3, 1, full=TRUE)
#> x location scale fx dLocation dScale
#> 1 -3.0 3 1 -4.755648 -0.3243243 0.9459459
#> 2 -2.7 3 1 -4.655977 -0.3404001 0.9402807
#> 3 -2.4 3 1 -4.551246 -0.3580902 0.9336870
#> 4 -2.1 3 1 -4.440937 -0.3776379 0.9259534
#> 5 -1.8 3 1 -4.324449 -0.3993344 0.9168053
#> 6 -1.5 3 1 -4.201087 -0.4235294 0.9058824
#> 7 -1.2 3 1 -4.070040 -0.4506438 0.8927039
#> 8 -0.9 3 1 -3.930358 -0.4811845 0.8766194
#> 9 -0.6 3 1 -3.780926 -0.5157593 0.8567335
#> 10 -0.3 3 1 -3.620428 -0.5550883 0.8317914
#> 11 0.0 3 1 -3.447315 -0.6000000 0.8000000
#> 12 0.3 3 1 -3.259780 -0.6513872 0.7587455
#> 13 0.6 3 1 -3.055753 -0.7100592 0.7041420
#> 14 0.9 3 1 -2.832979 -0.7763401 0.6303142
#> 15 1.2 3 1 -2.589293 -0.8490566 0.5283019
#> 16 1.5 3 1 -2.323385 -0.9230769 0.3846154
#> 17 1.8 3 1 -2.036728 -0.9836066 0.1803279
#> 18 2.1 3 1 -1.738057 -0.9944751 -0.1049724
#> 19 2.4 3 1 -1.452215 -0.8823529 -0.4705882
#> 20 2.7 3 1 -1.230908 -0.5504587 -0.8348624
#> 21 3.0 3 1 -1.144730 0.0000000 -1.0000000