coef.maxlogL {EstimationTools} | R Documentation |
Extract Model Coefficients in a maxlogL
Fits
Description
coef.maxlogL
is the specific method for the generic function coef
which extracts model coefficients from objects returned by maxlogLreg
.
coefficients
is an alias for coef
.
Usage
## S3 method for class 'maxlogL'
coef(object, parameter = object$outputs$par_names, ...)
coefMany(object, parameter = NULL, ...)
Arguments
object |
an object of |
parameter |
a character which specifies the parameter is required. In
|
... |
other arguments. |
Value
A named vector with coefficients of the specified distribution parameter.
Author(s)
Jaime Mosquera GutiƩrrez, jmosquerag@unal.edu.co
Examples
library(EstimationTools)
#--------------------------------------------------------------------------------
# Example 1: coefficients from a model using a simulated normal distribution
n <- 1000
x <- runif(n = n, -5, 6)
y <- rnorm(n = n, mean = -2 + 3 * x, sd = exp(1 + 0.3* x))
norm_data <- data.frame(y = y, x = x)
# It does not matter the order of distribution parameters
formulas <- list(sd.fo = ~ x, mean.fo = ~ x)
norm_mod <- maxlogLreg(formulas, y_dist = y ~ dnorm, data = norm_data,
link = list(over = "sd", fun = "log_link"))
coef(norm_mod)
coef(norm_mod, parameter = 'sd')
a <- coefMany(norm_mod, parameter = c('mean', 'sd'))
b <- coefMany(norm_mod)
identical(a, b)
#--------------------------------------------------------------------------------
# Example 2: Parameters in estimation with one fixed parameter
x <- rnorm(n = 10000, mean = 160, sd = 6)
theta_1 <- maxlogL(x = x, dist = 'dnorm', control = list(trace = 1),
link = list(over = "sd", fun = "log_link"),
fixed = list(mean = 160))
coef(theta_1)
#--------------------------------------------------------------------------------
[Package EstimationTools version 4.0.0 Index]