Computational Resources

The LIFEREG Procedure

Computational Resources

Let p be the number of parameters estimated in the model. The minimum working space (in bytes) needed is

16p² + 100p

However, if sufficient space is available, the input data set is also kept in memory; otherwise, the input data set is reread for each evaluation of the likelihood function and its derivatives, with the resulting execution time of the procedure substantially increased.

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(np²) 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(p³) 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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