binary {trustOptim} | R Documentation |
Binary choice example
Description
Functions for binary choice example in the vignette.
Usage
binary.f(P, data, priors, order.row = FALSE)
binary.grad(P, data, priors, order.row = FALSE)
binary.hess(P, data, priors, order.row = FALSE)
Arguments
P |
Numeric vector of length (N+1)*k. First N*k elements are heterogeneous coefficients. The remaining k elements are population parameters. |
data |
List of data matrices Y and X, and choice count integer T |
priors |
List of named matrices inv.Omega and inv.Sigma |
order.row |
Determines order of heterogeneous coefficients in parameter vector. Affects sparsity pattern of Hessian. See vignette. |
Details
Hessian is sparse, and returned as a dgcMatrix object
Value
Log posterior density, gradient and Hessian.
[Package trustOptim version 0.8.7.3 Index]