Hessian: Title: Hessian matrix for Dirichlet and Multinomial models

In Goodgolden/LDTM: Longitudinal Dirichlet Tree Multinomial Model

Title: Hessian matrix for Dirichlet and Multinomial models

Description

Title: Hessian matrix for Dirichlet and Multinomial models

Usage

Hessian(Y, X, b, model)

Arguments

Y	matrix of count outcomes
X	matrix of covariates
b	matrix of dimensions p x q; where p = number of covariates & q = number of branches. Note: When q=1, we are conditioning the likelihood on that specific branch
model	character type of model to use for the Log Likelihood. Options are (Dirichlet Multinomial = "dirmult", Multinomial = "mult", or Dirichlet = "dir")

Details

Creates the Hessian matrix which computes the diagonal of the hessian matrix at b

Value

The Hessian matrix; which is an q x p (q is the # of branches and p is the number of covariates)

Goodgolden/LDTM documentation built on May 25, 2022, 5:25 p.m.