Calculate derivatives of loglikelihood
Functions used to calculate the first and second derivatives of the log-likelihood with respect to the estimated parameters.
scoreMean(eta_1,eta_0,std.dev,prob,link) scoreVar(eta_1,eta_0,std.dev,gstd.dev,prob,link) scoreThresh(estThresh,outcomematrix,eta_1,eta_0,std.dev,prob,link) hessMean_Mean(eta_1,eta_0,std.dev,prob,link) hessMean_Var(eta_1,eta_0,std.dev,gstd.dev,prob,link) hessVar_Var(eta_1,eta_0,std.dev,gstd.dev,hstd.dev,prob,link) hessMean_Thresh(estThresh,outcomematrix,eta_1,eta_0,std.dev,prob,link) hessVar_Thresh(estThresh,outcomematrix,eta_1,eta_0,std.dev,gstd.dev,prob,link) hessThresh_Thresh(estThresh,outcomematrix,eta_1,eta_0,std.dev,prob,link)
eta_1 |
numeric vector or matrix. Refers to the input to the link function to calculate the probability at the right threshold of the outcome. |
eta_0 |
numeric vector or matrix. Refers to the input to the link function to calculate the probability at the left threshold of the outcome. |
std.dev |
numeric vector or matrix. The standard deviation of the error term for the observations given the data and parameters. |
prob |
numeric vector or matrix. Probability of the outcome given the parameters and data. |
link |
character, indicates link function for the estimated model. |
estThresh |
numeric vector indicating which of the threshold values are estimated. |
outcomematrix |
numeric matrix indicating the outcome for each observation. |
gstd.dev |
numeric vector or matrix. The first derivative of standard deviation of the error term for the observations given the data and parameters. |
hstd.dev |
numeric vector or matrix. The second derivative of standard deviation of the error term for the observations given the data and parameters. |
numeric vector or matrix, depending on the structure of the inputs. Derivatives of the log-likelihood with respect to constants in the mean and variance equations and the threshold values.
Nathan Carroll, nathan.carroll@ur.de
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.