binary: Binary choice example

In sparseHessianFD: Numerical Estimation of Sparse Hessians

Binary choice example

Description

Functions for binary choice example in the vignette.

Usage

binary.f(P, data, priors, order.row = FALSE)

binary.grad(P, data, priors, order.row = FALSE)

binary.hess(P, data, priors, order.row = FALSE)

Arguments

P	Numeric vector of length (N+1)k. First Nk elements are heterogeneous coefficients. The remaining k elements are population parameters.
data	Named list of data matrices Y and X, and choice count integer T
priors	Named list of matrices inv.Omega and inv.Sigma
order.row	Determines order of heterogeneous coefficients in parameter vector. If TRUE, heterogeneous coefficients are ordered by unit. If FALSE, they are ordered by covariate.

Details

These functions are used by the heterogeneous binary choice example in the vignette. There are N heterogeneous units, each making T binary choices. The choice probabilities depend on k covariates.

Value

Log posterior density, gradient and Hessian. The Hessian is a dgCMatrix object.

sparseHessianFD documentation built on Oct. 20, 2022, 1:08 a.m.