bcgov / bcgov/ssdtools

Confirm the log-likelihood function for inverse pareto

Open
#398 7 comments 0 reactions 0 assignees View on GitHub
Difficulty: 3 Advanced Effort: 2 Medium Priority: 2 High Technical Committee :busts_in_silhouette: Type: Testing
Dominant language
R
Stars
39
Forks
21
Avg merge
9h 38m
Merged PRs (30d)
2

Description

In `ll_invpareto.hpp`
```
nll -= weight(i)*(log(shape) - shape*log(scale) + (shape+1)*log(y) - 2*log(y));
```

Contributor guide

Open the contributing guide

Research direction

Start by reading ll_invpareto.hpp and the surrounding inverse Pareto likelihood implementation. Compare the displayed expression with the inverse Pareto log-likelihood definition and trace how nll, weight(i), shape, scale, and y are used; done means resolving whether the formula is correct and updating the implementation or documenting the confirmed result.

Written by the indexing model from the issue text.

Assessment

Tech stack
cpp, r
Domain
analytics, data
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
30/100

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