LLDRLF

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.

This software is also peer reviewed by journal TOMS.


References in zbMATH (referenced in 3 articles )

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  1. Dupuis, D. J.: Fitting log-(F) models robustly, with an application to the analysis of extreme values. (2001)
  2. Brown, Barry W.; Levy, Lawrence B.; Lovato, James; Russell, Kathy: Algorithm 762. LLDRLF, log-likelihood and some derivatives for log-F models. (1996) ioport
  3. Brown, Barry W.; Spears, Floyd M.; Levy, Lawrence B.; Lovato, James; Russell, Kathy: Algorithm 762: LLDRLF, log-likelihood and some derivatives for log-(F) models (1996)