Returns the Kaplan-Meier log-likelihood of the group with the specified group value.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public virtual double GetLogLikelihood(
	double groupValue
)
Visual Basic (Declaration)
Public Overridable Function GetLogLikelihood ( _
	groupValue As Double _
) As Double
Visual C++
public:
virtual double GetLogLikelihood(
	double groupValue
)

Parameters

groupValue
Type: System..::.Double
A double specifying the group value.

Return Value

A double representing the Kaplan-Meier log-likelihood of the group which has value groupValue.

Remarks

The Kaplan-Meier log-likelihood is computed as:
\ell = \sum\limits_j {d_{(j)} \,{\text{ln}}\,d_{(j)} + \,(n_{(j)} - d_{(j)} ){\text{ln(}}n_{(j)} - d_{(j)} )\, - n_{(j)} {\text{ln}}\,n_{(j)} }
where the sum is with respect to the distinct failure times s_{(j)}.

See Also