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The LIFEREG Procedure |
Let n be the number of observations used in the model estimation. Each evaluation of the likelihood function and its first and second derivatives requires O(np^{2}) multiplications and additions, n individual function evaluations for the log density or log distribution function, and n evaluations of the first and second derivatives of the function. The calculation of each updating step from the gradient and Hessian requires O(p^{3}) multiplications and additions. The O(v) notation means that, for large values of the argument, v, O(v) is approximately a constant times v.
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