LikelihoodFromLifetimes

class relife.likelihoods.LikelihoodFromLifetimes(model, lifetime_data, model_args=())

Generic likelihood object for parametric lifetime models

Parameters:

modelParametricLifetimeModel

Underlying model used to compute probability functions

lifetime_dataLifetimeData

Observed lifetime data used one which the likelihood is evaluated

model_argstuple of zero or more ndarray, default is ()

Variadic arguments required by probability functions

Methods

jac_negative_log	Jacobian of the negative log likelihood.
negative_log	Negative log likelihood.

Attributes

hasjac
params
model

jac_negative_log(params)

Jacobian of the negative log likelihood.

The jacobian (here gradient) is computed with respect to parameters

Parameters:

paramsndarray

Parameters values on which the jacobian is evaluated

Returns:

ndarray

Jacobian of the negative log likelihood value

negative_log(params)

Negative log likelihood.

Parameters:

paramsndarray

Parameters values on which likelihood is evaluated

Returns:

float

Negative log likelihood value