A function to generate the likelihood function from a GAMLSS object

Description

This function generate a function with argument the parameters of the GAMLSS model which can evaluate the log-likelihood function.

Usage

gen.likelihood(object)

Arguments

Details

The purpose of this function is to help the function vcov() to get he right Hessian matrix after a model has fitted. Note that at the momment smoothing terms are consideted as fixed.

Value

A function of the log-likelihood

Author(s)

Mikis Stasinopoulos mikis.stasinopoulos@gamlss.org Bob Rigby and Vlasios Voudouris

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.org/v23/i07.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

(see also http://www.gamlss.org/).

See Also

vcov

Examples

data(aids)
m1 <- gamlss(y~x+qrt, data=aids, family=NBI)
logL<-gen.likelihood(m1)
logL()
logLik(m1)