Description Usage Arguments Details Value See Also Examples
evaluate negative loglikelihood of the corresponding family of model.
1 2 |
x |
design matrix. |
y |
output binary matrix with number of columns equal to the number of outcomes per observation. |
input |
vector of the fitted coefficients for the distribution family. |
family |
a GLM family, currently support gaussian, binomial and mvbernoulli (multivariate Bernoulli). |
evaluate the negative log-likelihood to examine the performance of the model.
a double value returned as the negative log-likelihood
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 | # fit a simple MVB log-linear model
n <- 1000
p <- 5
kk <- 2
tt <- NULL
alter <- 1
for (i in 1:kk) {
vec <- rep(0, p)
vec[i] <- alter
alter <- alter * (-1)
tt <- cbind(tt, vec)
}
tt <- 1.5 * tt
tt <- cbind(tt, c(rep(0, p - 1), 1))
x <- matrix(rnorm(n * p, 0, 4), n, p)
res <- mvb.simu(tt, x, K = kk, rep(.5, 2))
fitMVB <- mvbfit(x, res$response, output = 1)
loglike(x, res$response, fitMVB$beta, "mvbernoulli")
|
Loading required package: Rcpp
Loading required package: RcppArmadillo
fit started
iteration 0 gpnorm = 2.5531
iteration 8 gpnorm = 9.6834e-07
*** Converged ***
[1] 0.2748443
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