theta_var_est_grid {agfh} | R Documentation |
Basic Grid Optimizer for Likelihood
Description
A basic grid search optimizer. Here, used to estimate the variance in the latent model by maximum likelihood.
Usage
theta_var_est_grid(likelihood_theta_var)
Arguments
likelihood_theta_var |
some flavor of likelihood function in terms of latent variance |
Details
likelihood_theta_var
may be created using adj_resid_likelihood_theta_var_maker
or similar.
We recommended implementing a more robust optimizer.
Value
The scalar value that optimizes likelihood_theta_var
, or an error if this value is on the search boundary [10^{-6}, 10^2]
.
Source
Marten Thompson thom7058@umn.edu
Examples
X <- matrix(1:10, ncol=1)
Y <- 2*X + rnorm(10, sd=1.1)
D <- rep(1, 10)
adj.lik <- adj_resid_likelihood_theta_var_maker(X, Y, D)
theta_var_est_grid(adj.lik)
[Package agfh version 0.2.1 Index]