Hessian of log-likelihood method for exp_series_md_c1_c2_c3 model.

Returns the Hessian (second derivative matrix) of the log-likelihood for an exponential series system with respect to parameter theta for masked data with candidate sets that satisfy conditions C1, C2, and C3.

Usage

# S3 method for class 'exp_series_md_c1_c2_c3'
hess_loglik(model, ...)

Arguments

model

the likelihood model object

...

additional arguments (passed to returned function)

Value

hessian function that takes the following arguments:

• df: masked data frame

• par: rate parameters of exponential component lifetime distributions

• lifetime: system lifetime column name (default from model)

• lifetime_upper: interval upper bound column name (default from model)

• omega: observation type column name (default from model)

• candset: prefix of Boolean matrix encoding candidate sets

Details

All four observation types have closed-form Hessian contributions.