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d2loglik
2011 Sep 28
0
Problems using the 'HPloglik' function in the SDE package
...-1)*(p1-2)*(p1-3)*(p1-4)*(p1-5)*(b*x)^(p1-6))
- p2*(p2-1)*(p2-2)*(p2-3)*(p2-4)*(p2-5)*theta[2]*((b*x)^(p2-6)) -
p3*(p3-1)*(p3-2)*(p3-3)*(p3-4)*(p3-5)*theta[4]*((b*x)^(p3-6)) -
360*theta[6]*(theta[5]^2)*((b*x)^(-7)))
}
# now create list consisting of m0..m6
M <- list(m0,m1,m2,m3,m4,m5,m6)
## use HPloglik function to calculate log-likelihood function at the true
parameter values
HPloglik(X,c(1,1,1,1,1,1.3),Moments,Transform,S)
--
S
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