Nothing
minxent.multiple<-function (q, G, eta,lambda)
{
fk<-function (lambda, q, G, eta)
{
lambda0<-log(sum(q*exp(-lambda%*%G[-1,])))
(q * exp(-lambda0)*exp(-lambda %*% G[-1,]))%*% t(G) - eta
}
lambda0 <- log(sum(q * exp(-lambda * G[-1, ])))
repeat {
lambda_old <- lambda
lambda0 <- log(sum(q * exp(-lambda_old %*% G[-1, ])))
f_old = fk(lambda_old, q = q, G = G, eta = eta)
dev.ent <- (q * exp(-lambda0) * exp(-lambda_old %*% G[-1,
])) %*% t(G)
pg <- c(q * exp(-lambda0) * exp(-lambda_old %*% G[-1,
]))
cov.ent <- cov.wt(t(G), wt = pg, method = "ML", cor = FALSE)
hess.ent <- cov.ent$cov
W <- hess.ent[-1, -1]
Go <- solve(W)
lambda <- lambda_old + f_old[, -1] %*% Go
if (max(abs(lambda - lambda_old)) < 1e-08)
break
}
out.lj <- list(estimates = lambda, infmat = Go)
lambda <- out.lj$estimates
lambda0 <- log(sum(q * exp(-lambda %*% G[-1, ])))
pi_solve <- (q * exp(-lambda0) * exp(-lambda %*% G[-1, ]))
list(Langrangians= c(lambda0,lambda) , Estimates=pi_solve)
}
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