Algorithm 762: LLDRLF, log-likelihood and some derivatives for log-F models

Authors:
Barry W. Brown;Lawrence B. Levy;James Lovato;Kathy Russell;Floyd M. Spears
Affiliations:
Univ. of Texas, Houston;Univ. of Texas, Houston;Univ. of Texas, Houston;Univ. of Texas, Houston;Univ. of Houston, Houston, TX
Venue:
ACM Transactions on Mathematical Software (TOMS)
Year:
1996

Citing 3
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ACM Transactions on Mathematical Software (TOMS)

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Abstract

The flexible statistical models incorporating the log-F distribution are little used because of numeric difficulties. We describe a method for calculating the log-likelihood and two derivatives with respect to the data argument. Fortran subroutines incorporating these calculations are provided.