Nothing
# gamma/shifted Gompertz (G/SG) function ----------------------------------------------------
#
# References
# Bemmaor, A.C. 1994. Modeling the Diffusion of New Durable Goods: Word-of-Mouth
# Effect versus Consumer Heterogeneity. In G. Laurent, G.L. Lilien, and B. Pras
# (Eds.). Research Traditions in Marketing. Boston: Kluwer. pp. 201-223.
#
# Bemmaor, A.C. and Lee, J. 2002. The Impact of Heterogeinity and
# Ill-Conditioning on Diffusion Model Paremeter Estimates. Marketing Science,
# 21(2), 209-220.
#
# author Oliver Schaer, info@oliverschaer.ch
gsgCurve <- function(n, w){
# Generate Gompertz curve
# n, sample size
# w, vector of parameters
t <- 1:n
# Cumulative
At <- w[4] * ((1 - exp(-w[2] * t)) * (1 + w[1] * exp(-w[2] * t))^-w[3])
# Adoption
at <- diff(c(0, At))
Y <- cbind(At, at)
colnames(Y) <- c("Cumulative Adoption", "Adoption")
return(Y)
}
gsgInit <- function(x, l){
# Internal function: get initial values
# We use Bass model paramters assuming c = 1 (see Bemmaor 1994)
# x in adoption per period
# calling bass estimates
what <- diffusionEstim(x, l, pvalreps = 0, type = "bass")$w
# Bemmaor shows that if a = 1, Beta = p/q and b = p + q
a <- what[1] / what[2] # the shape parameter beta
b <- what[1] + what[2] # the scale parameter b
m <- what[3] # the market size
c <- 1 # this is the shifting parameter alpha
w <- c(a, b, c, m)
names(w) <- c("a", "b", "c", "m")
return(w)
}
gsgCost <- function(w, x, l, w.idx = rep(TRUE, 3), prew = NULL,
cumulative = c(TRUE, FALSE)) {
# Internal function: cost function for numerical optimisation
# w, current parameters
# x, adoption per period
# l, the l-norm (1 is absolute errors, 2 is squared errors)
# w.idx, logical vector with three elements. Use FALSE to not estimate
# respective parameter
# prew, the w of the previous generation - this is used for sequential fitting
# cumulative, use cumulative adoption or not
cumulative <- cumulative[1]
n <- length(x)
# If some elements of w are not optimised, sort out vectors
w.all <- rep(0, 4)
w.all[w.idx] <- w
# If sequential construct total parameters
if (is.null(prew)){
gsgpw <- w.all
} else {
gsgpw <- w.all + prew
}
fit <- gsgCurve(n, gsgpw)
if (cumulative == FALSE) {
if (l == -1) {
se <- x - fit[,2]
se <- sum(se[se>0]) + sum(-se[se<0])
} else if (l == 1) {
se <- sum(abs(x-fit[, 2]))
} else if (l == 2) {
se <- sum((x-fit[, 2])^2)
} else {
se <- sum(abs(x-fit[, 2])^l)
}
} else {
if (l == -1) {
se <- cumsum(x) - fit[,1]
se <- sum(se[se>0]) + sum(-se[se<0])
} else if (l == 1) {
se <- sum(abs(cumsum(x)-fit[, 1]))
} else if (l == 2){
se <- sum((cumsum(x)-fit[, 1])^2)
} else {
se <- sum(abs(cumsum(x)-fit[, 1])^l)
}
}
# Ensure positive coefficients
if (any(gsgpw <= 0)){
se <- 10e200
}
return(se)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.