lik_GaussianPIC {ebTobit} | R Documentation |
Helper Function - generate likelihood for pair (L,R) and mean gr
Description
Compute P(L_i, R_i | theta = t_k) for observations (L_i, R_i) and grid of mean t_k.
Usage
lik_GaussianPIC(L, R, gr, s1)
Arguments
L |
numeric vector of lower bounds |
R |
numeric vector of upper bounds |
gr |
numeric vector of means |
s1 |
numeric vector of standard deviations |
Value
the likelihood under partial interval censoring
Examples
# set-up
p = 15
gr = stats::rnorm(p)
L = R = stats::rnorm(p)
missing.idx = sample.int(n = p, size = p/5)
L[missing.idx] = L[missing.idx] - stats::runif(length(missing.idx), 0, 1)
R[missing.idx] = R[missing.idx] + stats::runif(length(missing.idx), 0, 1)
# R solution
lik = prod(ifelse(
L == R,
stats::dnorm(L-gr),
stats::pnorm(R-gr) - stats::pnorm(L-gr)))
# Compare R to RcppParallel method
all.equal(lik, lik_GaussianPIC(L, R, gr, rep(1,p)))
[Package ebTobit version 1.0.2 Index]