R: Calculate derivatives of loglikelihood

scoreMean {oglmx}

R Documentation

Calculate derivatives of loglikelihood

Description

Functions used to calculate the first and second derivatives of the log-likelihood with respect to the estimated parameters.

Usage

scoreMean(eta_1,eta_0,std.dev,prob,link)

scoreVar(eta_1,eta_0,std.dev,gstd.dev,prob,link)

scoreThresh(estThresh,outcomematrix,eta_1,eta_0,std.dev,prob,link)

hessMean_Mean(eta_1,eta_0,std.dev,prob,link)

hessMean_Var(eta_1,eta_0,std.dev,gstd.dev,prob,link)

hessVar_Var(eta_1,eta_0,std.dev,gstd.dev,hstd.dev,prob,link)

hessMean_Thresh(estThresh,outcomematrix,eta_1,eta_0,std.dev,prob,link)

hessVar_Thresh(estThresh,outcomematrix,eta_1,eta_0,std.dev,gstd.dev,prob,link)

hessThresh_Thresh(estThresh,outcomematrix,eta_1,eta_0,std.dev,prob,link)

Arguments

`eta_1`	numeric vector or matrix. Refers to the input to the link function to calculate the probability at the right threshold of the outcome.
`eta_0`	numeric vector or matrix. Refers to the input to the link function to calculate the probability at the left threshold of the outcome.
`std.dev`	numeric vector or matrix. The standard deviation of the error term for the observations given the data and parameters.
`prob`	numeric vector or matrix. Probability of the outcome given the parameters and data.
`link`	character, indicates link function for the estimated model.
`estThresh`	numeric vector indicating which of the threshold values are estimated.
`outcomematrix`	numeric matrix indicating the outcome for each observation.
`gstd.dev`	numeric vector or matrix. The first derivative of standard deviation of the error term for the observations given the data and parameters.
`hstd.dev`	numeric vector or matrix. The second derivative of standard deviation of the error term for the observations given the data and parameters.

Value

numeric vector or matrix, depending on the structure of the inputs. Derivatives of the log-likelihood with respect to constants in the mean and variance equations and the threshold values.

Author(s)