Log likelihood for normal distribution

llikNorm(x, mean = 0, sd = 1, full = FALSE)

Arguments

x: Observation
mean: Mean for the likelihood
sd: Standard deviation for the likelihood
full: Add the data frame showing x, mean, sd as well as the fx and derivatives

Value

data frame with fx for the pdf value of with dMean and dSd that has the derivatives with respect to the parameters at the observation time-point

Author

Matthew L. Fidler

Examples


llikNorm(0)
#>           fx dMean dSd
#> 1 -0.9189385     0  -1

llikNorm(seq(-2,2,length.out=10), full=TRUE)
#>             x mean sd         fx      dMean        dSd
#> 1  -2.0000000    0  1 -2.9189385 -2.0000000  3.0000000
#> 2  -1.5555556    0  1 -2.1288151 -1.5555556  1.4197531
#> 3  -1.1111111    0  1 -1.5362225 -1.1111111  0.2345679
#> 4  -0.6666667    0  1 -1.1411608 -0.6666667 -0.5555556
#> 5  -0.2222222    0  1 -0.9436299 -0.2222222 -0.9506173
#> 6   0.2222222    0  1 -0.9436299  0.2222222 -0.9506173
#> 7   0.6666667    0  1 -1.1411608  0.6666667 -0.5555556
#> 8   1.1111111    0  1 -1.5362225  1.1111111  0.2345679
#> 9   1.5555556    0  1 -2.1288151  1.5555556  1.4197531
#> 10  2.0000000    0  1 -2.9189385  2.0000000  3.0000000