MM: Various multiplicative multinomial probability utilities

In MM: The Multiplicative Multinomial Distribution

Various multiplicative multinomial probability utilities

Description

\loadmathjax

Various multiplicative multinomial probability utilities for different types of observation

Usage

MM(y,n=NULL,paras)
MM_allsamesum(y, n=NULL, paras)
MM_differsums(y, n=NULL, paras)
MM_allsamesum_A(y, paras)
MM_differsums_A(y, paras)
MM_single(yrow, paras, givelog=FALSE)
MM_support(paras, ss)

Arguments

y	Observations: a matrix, each row is a single observation
yrow	A single observation corresponding to one row of matrix y
n	Integer vector with one element for each row of y. Default value of NULL means to interpret each row of y as being observed once
ss	Sufficient statistics, as returned by suffstats()
givelog	Boolean in MM_single() with TRUE meaning to return the log likelihood and default FALSE meaning to return the likelihood
paras	Object of class paras

Details

Consider non-negative integers \mjeqny_1,...,y_ky_1,...,y_k with \mjeqn\sum y_i=yy_1+...+y_k=y. Then suppose the frequency function of the distribution \mjeqnY_1,...,Y_kY_1,...,Y_k is

\mjdeqn

C\cdoty\choose y_1,...,y_k \prod_i=1^k p_i^y_i \prod_1\leq i < j\leq k\theta_ij^y_iy_j omitted; see PDF

where \mjeqnp_i,...,p_k\geq 0p_i,...,p_k >= 0, \mjeqn\sum p_i=1p_1+...+p+k=1 correspond to probabilities; and \mjeqn\theta_ij > 0theta_ij>0 for \mjeqn1\leq i < j\leq k1 <= i < j <= k are additional parameters.

Here \mjseqnC stands for a normalization constant:

\mjdeqn

C=C(p,\theta,Y)= \sum_y_1 + \cdots + y_k=y \prod_i=1^k p_i^y_i \prod_1\leq i < j\leq k\theta_ij^y_iy_j omitted; see PDF

which is evaluated numerically. This is computationally expensive.

The usual case is to use function MM().

• Function MM() returns the log of the probability of a matrix of rows of independent multinomial observations. It is a wrapper for MM_allsamesum() and MM_differsums(). Recall that optional argument n specifies the number of times that each row is observed. Calls NormC().

• Function MM_allsamesum() gives the log of the probability of observing a matrix where the rowsums are identical. Calls NormC().

• Function MM_differsums() gives the log of the probability of observing a matrix where the rowsums are not necessarily identical. Warning: This function takes a long time to run. Calls NormC(), possibly many times.

• Functions MM_allsamesum_A() and MM_differsums_A() are analogous to functions MM_allsamesum() and MM_differsums() but interpret the matrix y as having rows corresponding to observations; each row is observed once, as in data(pollen). Both call NormC().

• Function MM_single() gives a likelihood function for a paras object with a single multinomial observation (that is, a single line of matrix y). Does not call NormC().

• Function MM_support() gives the support (that is, the log-likelihood) of a paras object; argument ss is the sufficient statistic, as returned by suffstats(). Does not call NormC().

• Function dMM() [documented more fully at rMM.Rd] gives the probability of a single multivariate observation (ie a single row of the matrix argument y). Calls NormC().

Author(s)

Robin K. S. Hankin

Examples

data(voting)

data(voting)
p <- Lindsey(voting, voting_tally)

MM(voting,voting_tally,p)   #No other value of 'p' gives a bigger value

MM documentation built on Aug. 23, 2023, 1:08 a.m.