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########## R function: EPlogLikFORomega ##########
# The function EPlogLik() with `omega' rather than
# 'theta' inputted for the covariance matrix component.
# Last changed: 11 JAN 2018
EPlogLikFORomega <- function(parmVecFORomega,y,Xfixed,Xrandom,dF,dR,
m,nVec,numObs,indStt,uHat,EPmaxit,EPreltol)
{
# Unpack "parmVecFORomega":
if (dF==0)
{
beta <- NULL
omega <- parmVecFORomega
}
if (dF>0)
{
beta <- parmVecFORomega[1:dF]
omega <- parmVecFORomega[-(1:dF)]
}
# Convert `omega' vector to its corresponding `theta'
# vector:
theta <- omegaTOtheta(omega)
# Construct "parmVecFORtheta":
parmVecFORtheta <- c(beta,theta)
# Return expectation approximate log-likelihood:
return(EPlogLik(parmVecFORtheta,y,Xfixed,Xrandom,dF,dR,m,nVec,numObs,
indStt,uHat,EPmaxit,EPreltol))
}
############ End of EPlogLikFORomega ############
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