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#######################################################################
## Function: gr.oprobit()
## Author : Jonathan Wand (jwand@latte.harvard.edu)
##
## Calculate gradient of ordered probit
##
## Created: 2003-05-05
## Modified: $Date: 2004/07/07 04:08:44 $
## Revision: $Revision: 1.2 $
## RCS-ID: $Id: func.gr.oprobit.vign.C.R,v 1.2 2004/07/07 04:08:44 jwand Exp $
##
##
## INPUT:
## Y: matrix (n x n.cat) with counts of choices
## Xb: vector of means
## se: standard deviation of normal
## taus: matrix (n x (n.cat-1)) with cumulative cutpoints
## n.cat:number of categories per question
##
## OUTPUT:
## vector of gradients
#######################################################################
gr.oprobit.vign.C <- function(Y,Xb,se,taus,V,V1,n.cat,do.test=0,verbose=FALSE)
{
n <- length(Xb)
#nvarX <- NCOL(X)
nvarV <- NCOL(V)
nvarV1<- NCOL(V1)
taus <- matrix(taus,nrow=n)
if (verbose) {
cat("GR.oprobit.vign\n")
cat("n.cat",n.cat,
"se",se,
"dim taus",dim(taus),
"n",n,
"nvarV",nvarV,
"nvarV1",nvarV1,
# "nvarX",nvarX,
"\n")
}
dLdTheta <- 0.0
dLdGamma <- rep(0.0, nvarV*(n.cat-2))
dLdGamma1 <- rep(0.0, nvarV1)
dLdSigma <- 0.0
z <- .C("opllgrvign",
as.integer(n),
as.integer(n.cat),
#as.integer(nvarX),
as.integer(nvarV),
as.integer(nvarV1),
as.double(se),
as.integer(Y),
as.double(Xb),
as.double(taus),
as.double(V),
as.double(V1),
#as.double(X),
dLdSigma = as.double(dLdSigma),
dLdTheta = as.double(dLdTheta),
dLdGamma = as.double(dLdGamma),
dLdGamma1= as.double(dLdGamma1),
PACKAGE = "anchors"
);
return( list(theta=z$dLdTheta ,
sigma=z$dLdSigma,
gamma=z$dLdGamma,
gamma1=z$dLdGamma1))
}
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