Nothing
itpE2 <-
function(vP,objeto){
epsilon <- objeto$epsilon
maxiter <- objeto$maxiter
response <- objeto$y
n <- length(response)
orig <- objeto$orig
pspm <- objeto$pspm
penm <- objeto$penm
pspp <- objeto$pspp
penp <- objeto$penp
family <- objeto$family
p <- objeto$p
qm <- objeto$qm
q <- objeto$q
l <- objeto$l
xi <- objeto$xi
theta_new <- vP
tol <- 1
cont <- 0
l1.mu <- objeto$l1.mu
l1.phi <- objeto$l1.phi
l.mu.i <- objeto$l.mu.i
l.phi.i <- objeto$l.phi.i
u <- function(z) (xi[2] + 1)/(xi[2] + 4*sinh(z)*sinh(z)/(xi[1]^2))
v <- function(z,u){
4*sinh(z)*cosh(z)*u/(xi[1]^2*z) - tanh(z)/z
}
dg <- function(xis){
2 + 4/(xis^2) - (sqrt(2*pi)/xis)*(1-2*(pnorm(sqrt(2)/xis,mean=0,sd=sqrt(2)/2)-0.5))*exp(2/(xis^2))
}
fg <- function(xis){
(2.071 + xis*(1.936) + xis^2*(-6.003e-02) + xis^3*(1.337e-03) + xis^4*(-1.748e-05) + xis^5*(1.202e-07) + xis^6*(-3.343e-10))*(xis>2) +
(3.001 + xis*(-1.030e-02) + xis^2*(1.050) + xis^3*(-8.828e-02) + xis^4*(-1.859e-01) + xis^5*(8.899e-02) + xis^6*(-1.327e-02))*(xis<=2)
}
while(tol > epsilon){
theta <- theta_new
if(orig=="nonlinear"){
mu_work <- objeto$mu(theta)
}else{mu_work <- l.mu.i(pspm%*%theta[1:(p+sum(qm))])}
phi_work <- l.phi.i(pspp%*%theta[(p+sum(qm)+1):(p+sum(qm)+sum(q)+l)])
z_work <- (response-mu_work)/sqrt(phi_work)
tol_EM <- 1
theta_EM_new <- theta
cont_EM <- 0
dgs <- dg(xi[1]/sqrt(u(z_work)))
fgs <- fg(xi[1]/sqrt(u(z_work)))
while(tol_EM > epsilon){
theta_EM <- theta_EM_new
if(orig=="nonlinear"){
mu_es <- objeto$mu(theta_EM)
pspm <- objeto$GradD(theta_EM)
}else{mu_es <- l.mu.i(pspm%*%theta_EM[1:(p+sum(qm))])}
phi_es <- l.phi.i(pspp%*%theta_EM[(p+sum(qm)+1):(p+sum(qm)+sum(q)+l)])
z_es <- (response-mu_es)/sqrt(phi_es)
pspmw <- pspm*matrix(dgs*l1.mu(mu_es)^2/phi_es,n,p+sum(qm))
v_es_work <- v(z_es,u(z_work))
thetam <- theta_EM[1:(p+sum(qm))] + solve(crossprod(pspm,pspmw) + penm)%*%(crossprod(pspm,v_es_work*(z_es)*l1.mu(mu_es)/sqrt(phi_es))-penm%*%theta_EM[1:(p+sum(qm))])
psppw <- pspp*matrix(l1.phi(phi_es)^2*(fgs-1)/4,n,l+sum(q))
thetap <- theta_EM[(p+sum(qm)+1):(p+sum(qm)+sum(q)+l)] + solve(crossprod(pspp,psppw) + penp)%*%(crossprod(pspp,l1.phi(phi_es)*(v_es_work*z_es^2 - 1)/2) - penp%*%theta_EM[(p+sum(qm)+1):(p+sum(qm)+sum(q)+l)])
theta_EM_new <- c(thetam,thetap)
theta_pd <- ifelse(abs(theta_EM)<=epsilon,1,theta_EM)
tol_EM <- max(abs(theta_EM_new-theta_EM)/abs(theta_pd))
cont_EM <- cont_EM + 1
if(cont_EM > maxiter) stop("no convergence was obtained!!",call.=FALSE)
}
theta_new <- theta_EM_new
theta_pd <- ifelse(abs(theta)<=epsilon,1,theta)
tol <- max(abs(theta_new-theta)/abs(theta_pd))
cont <- cont + 1
if(cont > maxiter) stop("no convergence was obtained!!",call.=FALSE)
}
theta_new
}
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