trustOptim: binary – R documentation

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binary

Binary choice example

Functions for binary choice example in the vignette.

binary.f(P, data, priors, order.row = FALSE)

binary.grad(P, data, priors, order.row = FALSE)

binary.hess(P, data, priors, order.row = FALSE)

`P`	Numeric vector of length (N+1)k. First Nk elements are heterogeneous coefficients. The remaining k elements are population parameters.
`data`	List of data matrices Y and X, and choice count integer T
`priors`	List of named matrices inv.Omega and inv.Sigma
`order.row`	Determines order of heterogeneous coefficients in parameter vector. Affects sparsity pattern of Hessian. See vignette.

Hessian is sparse, and returned as a dgcMatrix object

Log posterior density, gradient and Hessian.

Trust Region Optimization for Nonlinear Functions with Sparse Hessians

v0.8.6.2

MPL (>= 2.0)

Authors

Michael Braun [aut, cre, cph]

Initial release

2018-03-26