dppi {scorematchingad} | R Documentation |
Improper Log-Density of the PPI Model
Description
Compute the natural logarithm of the improper density for the PPI model for the given matrix of measurements Y
. Rows with negative values or with a sum that differs from 1
by more than 1E-15
are assigned a value of -Inf
.
Usage
dppi(Y, ..., paramvec = NULL)
Arguments
Y |
A matrix of measurements in the simplex. Each row is a multivariate measurement.
|
... |
Arguments passed on to ppi_paramvec
AL Either NULL , a p-1 x p-1 symmetric matrix, a number, or "diag".
If NULL then all A_L elements will be set to NA.
If a single number, then A_L will be fixed as a matrix of the given value.
If "diag" then the non-diagonal elements of A_L will be fixed to 0, and the diagonal will be NA .
bL Either NULL , a number, or a vector of length p-1.
If NULL , then all elements of b_L will be set to NA .
If a single number, then b_L will be fixed at the supplied value.
beta Either NULL , a number, or a vector of length p.
If NULL then all elements of \beta will be set to NA .
If a single number then the \beta elements will be fixed at the given number.
betaL Either NULL , a number, or a vector of length p-1.
If NULL then the 1...(p-1)th \beta elements will be set to NA .
If a single number then the 1...(p-1)th \beta elements will be fixed at the given number.
betap Either NULL or a number.
If NULL then the p th element of \beta will be set to NA , and ppi() will estimate it.
If a number, then the pth element of \beta will be fixed at the given value.
p The number of components. If NULL then p will be inferred from other inputs.
Astar The A^* matrix (a p by p symmetric matrix)
|
paramvec |
The PPI parameter vector, created easily using ppi_paramvec() and also returned by ppi() . Use paramvec instead of ... .
|
Details
The value calculated by dppi
is
z_L^TA_Lz_L + b_L^Tz_L + \beta^T \log(z),
where z
is the multivariate observation (i.e. a row of Y
), and z_L
omits the final element of z
.
See Also
Other PPI model tools:
ppi_param_tools
,
ppi_robust()
,
ppi()
,
rppi()
Examples
m <- rppi_egmodel(10)
dppi(m$sample, paramvec = m$theta)
[Package
scorematchingad version 0.0.67
Index]