| estProfLogLik {dirmult} | R Documentation |
Profile log-likelihood of Dirichlet-multinomial model
Description
Computes the profile log-likelihood of \ell(\pi,\theta;x)
for a given value of \theta,
i.e. \hat{\ell}(\theta)=\max_{\pi}\ell(\pi,\theta;x).
Usage
estProfLogLik(data, theta, epsilon=10^(-4), trace=TRUE, initPi, maxit=1000)
Arguments
data |
A matrix or table with counts. Rows represent subpopulations and columns the different categories of the data. Zero rows or columns are automaticly removed. |
theta |
The theta-value of which the profile log-likelihood is to be computed. |
epsilon |
Tolerance used in the iterations. Succeeding log-likelihood values need to be within epsilon for convergence. |
trace |
Logical. Whether parameter estimates and log-likelihood values should be printed to the screen while iterating. |
initPi |
Initial pi vector. |
maxit |
Maximum number of iterations. Default is 1000 and will often not be envoked, but if theta is to extreme compared to the MLE of theta the log-likelihood may misbehave near theta. |
Value
Gives a list of components (similar to output from
dirmult where loglik and lambda (the
Lagrange multiplier) are the most interesting.
See Also
Examples
data(us)
fit <- dirmult(us[[1]],epsilon=10^(-12),trace=FALSE)
estProfLogLik(us[[1]],fit$theta*1.2,epsilon=10^(-12),trace=FALSE)