emnr: EM algorithm

Description Usage Arguments Value

View source: R/emnr.R

Description

EM algorithm used in the ARZIMM model.

Usage

1
emnr(data, para, weight, family, selgamma = FALSE)

Arguments

data

a list of data with componenets:

yFdata

a vector of

xFdata

a matrix of variables corresponding to the non-zero auto-regressive model

conFdata

a matrix of covariates corresponding to the zero state logit model

group

a vector of numbers as group indicator

para

a list of parameter estimates:

beta

initial value for beta

gamma

initial value for gamma

sigma

initial value for sigma

weight

a vector of observation weightsfor both the non-zero auto-regressive model and the zero state logit model

family

a character string indicating the distribtuion. default is Poisson

selgamma

logical; should concomitant variables in the zero state logit model be selected

Value

a list of fits

para

a list of parameter estimates:

beta

beta estimates

gamma

gamma estimates

sigma

sigma estimates

ciestm

the estimated random effects

conv

logical; did the algorithm converged

df

the number of non-zero parameter estimates

bic

a vector of BIC, AIC, and log likelihood

mse

a vector of square root of mean (pearson) standard error

lambda

a vector of lambda sequence


Hlch1992/ARZIMM documentation built on Feb. 11, 2020, 2:34 a.m.