A likelihood model for exact (uncensored) observations from a Weibull distribution. The model assumes that the observations are independent and identically distributed (i.i.d.).
This is a reference implementation demonstrating how to satisfy the likelihood_model concept with analytical derivatives. It provides:
loglik.weibull_uncensored: log-likelihood function
score.weibull_uncensored: score (gradient) function
hess_loglik.weibull_uncensored: Hessian of the log-likelihood
Analytical derivatives are 10-100x faster than the default numerical differentiation via numDeriv.
This model may also be used as a contribution in
likelihood_contr_model for more complex models involving censoring.
weibull_uncensored(ob_col)
likelihood_exact_weibull(ob_col)A weibull_uncensored likelihood model object