Log-likelihood

This function calculates the log-likelihood at some parameter values given the random sample and distribution.

loglik(x, dist = "dnorm", param = list(mean = 0, sd = 1))

Arguments

x	numeric vector.
dist	density name for the distribution in the form dxxx. By default it's value is dnorm but the user can use any density.
param	list with the parameter values at which can be calculated the log-likelihood.

Examples

# For Poisson distribution
x <- rpois(n=50, lambda=4.5)
loglik(x, dist='dpois', param=list(lambda=4))
#> [1] -110.2329
loglik(x, dist='dpois', param=list(lamb=4.5))
#> [1] -109.0851
loglik(x, dist='dpois', param=list(lambda=5))
#> [1] -110.695

# For normal distribution
y <- rnorm(n=100, mean=170, sd=10)
loglik(x=y, dist='dnorm', param=list(mean=170, sd=10)) # Evaluated at true theta
#> [1] -373.7708
loglik(x=y, dist='dnorm', param=list(mean=150, sd=20)) # Evaluated at any theta
#> [1] -459.9451