grad_msel: Gradient of the Log-likelihood Function of Multivariate...

In switchSelection: Endogenous Switching and Sample Selection Regression Models

Gradient of the Log-likelihood Function of Multivariate Ordered Probit Model

Description

Calculates gradient of the log-likelihood function of multivariate ordered probit model.

Usage

grad_msel(
  par,
  control_lnL,
  out_type = "grad",
  n_sim = 1000L,
  n_cores = 1L,
  regularization = NULL
)

Arguments

par	vector of parameters.
control_lnL	list with some additional parameters.
out_type	string representing the output type of the function.
n_sim	the number of random draws for multivariate normal probabilities.
n_cores	the number of cores to be used.
regularization	list of regularization parameters.

switchSelection documentation built on Sept. 26, 2024, 5:07 p.m.