PLordprob: Multivariate Ordered Probit Model via Pairwise Likelihood
Version 1.0

Multivariate ordered probit model, i.e. the extension of the scalar ordered probit model where the observed variables have dimension greater than one. Estimation of the parameters is done via maximization of the pairwise likelihood, a special case of the composite likehood obtained as product of bivariate marginal distributions. The package uses the Fortran 77 subroutine SADMVN by Alan Genz, with minor adaptations made by Adelchi Azzalini in his "mvnormt" package for evaluating the two-dimensional Gaussian integrals involved in the pairwise log-likelihood. Optimization of the latter objective function is performed via quasi-Newton box-constrained optimization algorithm, as implemented in nlminb.

Browse man pages Browse package API and functions Browse package files

AuthorEuloge Clovis Kenne Pagui [aut,cre], Antonio Canale [aut], Alan Genz [ctb], Adelchi Azzalini [ctb]
Date of publication2014-10-07 18:28:10
MaintainerEuloge Clovis Kenne Pagui <kenne@stat.unipd.it>
LicenseGPL-2
Version1.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("PLordprob")

Man pages

delta2a: Tresholds Mapping
ordprob.mple: Maximum Pairwise Likelihood Estimation
PLordprob-package: Multivariate Ordered Probit Model via Pairwise Likelihood

Functions

PLordprob Man page
PLordprob-package Man page
a2delta Man page Source code
delta2a Man page Source code
ordprob.mple Man page Source code
ordprob.pair Source code

Files

src
src/Makevars
src/cat_pair.c
src/sadmvnt.f
NAMESPACE
R
R/a2delta.R
R/delta2a.R
R/ordprob.pair.R
R/ordprob.mple.R
MD5
DESCRIPTION
man
man/PLordprob-package.Rd
man/ordprob.mple.Rd
man/delta2a.Rd
PLordprob documentation built on May 19, 2017, 1:35 p.m.