Nothing
LogL.pss1Ic<- function(parameters, X, Z, data,trace, cublim)
{
loglik<- function(param, X, y)
{#calculate logLi(beta/bi) for each individual
npar <-as.integer(length(param)-1)
beta<- as.double(param[1:(npar-1)])
rho<-as.double(param[npar])
y[is.na(y)]<-(-1)
y<- as.integer(y)
n <- as.integer(length(y))
x<-matrix(as.double(X),nrow=n,ncol=npar-1)
theta<- work<- as.double(rep(0,n))
m.theta <-as.double(rep(0,n))
vt<-as.double(rep(0,n-1))
logL <- as.double(0)
link <- as.integer(1)
m <- max(y)
fact <- rep(1, m + 1)
if(m > 0)
{for(i in 2:(m + 1))
fact[i] <- fact[i - 1] * (i - 1)}
fact <- as.double(fact)
m.theta<-exp(x%*%beta)
for (i in 2:n)
{vt[i-1]<- m.theta[i]-rho*m.theta[i-1]
if (vt[i-1]<0) return(NaN)}
results <- .Fortran("psslik",logL,beta,rho,
npar,x,y,theta,work,n,fact,link,PACKAGE="cold")
return(results[[1]]) }
int1c<-function(v,parameters,X,y)
{
FUN<-get("loglik", inherits=TRUE)
param<- parameters
nparam<-length(parameters)
omega1<-as.double(parameters[nparam])
k<-length(v)
z<-as.vector(length(v))
#creates a expression to integrate in a vector of length(v)
for(j in 1:k)
{param[1]<-as.double(parameters[1]+v[j])
z[j]<-FUN(param,X,y) }
a<-exp(z-(v^2)/(2*exp(omega1)))
return(a) }
if(trace) cat(paste(format(parameters[length(parameters)-1], digit=4), collapse=" "), "\t")
if(trace) cat(paste("\t",(format(parameters[length(parameters)], digit=4)), collapse=" "), "\t")
nparam<-length(parameters)
omega1<-as.double(parameters[nparam])
ti.repl<-data[[1]]
cumti.repl<-cumsum(ti.repl)
n.cases<- as.integer(length(ti.repl))
y<-data[[2]]
logL1<-0
k1<-1
npar <- as.integer(length(parameters))
rho<- as.double(parameters[npar-1])
l1i<-as.double(cublim$l1i)
l1s<-as.double(cublim$l1s)
if (rho < 0 | rho >= 1 )
{ logL1<-NaN
if(trace) cat(paste("\t",(format( logL1,digit=6)), collapse=" "), "\n")
return(NaN)}
else if (rho > 0 & rho < 1 )
{
for (i in 1:n.cases)
{
k2<-cumti.repl[i]
z<- hcubature (int1c,lowerLimit=l1i*exp(omega1/2),upperLimit=l1s*exp(omega1/2),
parameters=parameters,X=X[k1:k2,], y=y[k1:k2], vectorInterface=TRUE)
{if (z[[1]]=="Inf" ) z[[1]]<-(1e+150)}
#logL1 gives the log-likelihood
logL1<-logL1+ log(z[[1]]*(1/(sqrt(2*pi)*exp(omega1/2))))
k1<-k2+1
}
if(trace) cat(paste("\t",(format( logL1,digit=6)), collapse=" "), "\n")
return(-logL1)}
}
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