Log-likelihood, score vector and hessian matrix.

Internal functions using in unitquantreg.fit to compute the negative log-likelihood function, the score vector and the hessian matrix using analytic expressions written in C++.

Usage

loglike_unitquantreg(par, tau, family, linkobj, linkobj.theta, X, Z, y)

Arguments

par

vector of regression model coefficients for \(\mu\) and/or \(\theta\).

tau

quantile level, value between 0 and 1.

family

specify the distribution family name.

linkobj, linkobj.theta

a function, usually obtained from make.link for link function of \(\mu\) and \(\theta\), respectively.

X

design matrix related to the \(\mu\) parameter.

Z

design matrix related to the \(\theta\) parameter.

y

vector of response variable.