apollo_makeGrad: Creates gradient function.

Description Usage Arguments Details Value

View source: R/apollo_makeGrad.R

Description

Creates gradient function from the likelihood function apollo_probabilities provided by the user. Returns NULL if the creation of gradient function fails.

Usage

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apollo_makeGrad(
  apollo_beta,
  apollo_fixed,
  apollo_logLike,
  validateGrad = FALSE
)

Arguments

apollo_beta

Named numeric vector. Names and values for parameters.

apollo_fixed

Character vector. Names (as defined in apollo_beta) of parameters whose value should not change during estimation.

apollo_logLike

Function to calculate the loglikelihood of the model, as created by apollo_makeLogLike If provided, the value of the analytical gradient will be compared to the value of the numerical gradient as calculated using apollo_logLike and the numDeriv package. If the difference between the two is bigger than 1 that the analytical gradient is wrong and NULL will be returned.

validateGrad

Logical. If TRUE, it compares the value of the analytical gradient evaluated at apollo_beta against the numeric gradient (using numDeriv) at the same value. If the difference is bigger than 1 return NULL.

Details

Internal use only. Called by apollo_estimate before estimation. The returned function can be single-threaded or multi-threaded based on the model options.

Value

apollo_gradient function. It receives the following arguments

If the creation of the gradient function fails, then it returns NULL.


apollo documentation built on July 31, 2021, 5:08 p.m.