Description Usage Arguments Examples
View source: R/Disequilibrium.R
A wrapper function that makes the output of LLikelihoodDE negative. See ?LLikelihoodDE for details.
1 |
... |
arguements to be passed to LLikelhoodDE |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 | set.seed(1775)
library(MASS)
beta01 = c(1,1)
beta02 = c(-1,-1)
N = 10000
SigmaEps = diag(2)
SigmaX = diag(2)
MuX = c(0,0)
par0 = c(beta01, beta02, SigmaX[1, 1], SigmaX[1, 2], SigmaX[2, 2])
Xgen = mvrnorm(N,MuX,SigmaX)
X1 = cbind(1,Xgen[,1])
X2 = cbind(1,Xgen[,2])
X = list(X1 = X1,X2 = X2)
eps = mvrnorm(N,c(0,0),SigmaEps)
eps1 = eps[,1]
eps2 = eps[,2]
Y1 = X1 %*% beta01 + eps1
Y2 = X2 %*% beta02 + eps2
Y = pmin(Y1,Y2)
p1 = 2
p2 = 2
theta = c(beta01, beta02, log(SigmaX[1, 1]), atanh(SigmaX[1, 2]), log(SigmaX[2, 2]))
lhood = nLLikelihoodDE(theta, Y, X, summed = TRUE)
head(nLLikelihoodDE)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.