ll_compute: (Internal) function to compute the log likelihood of an...

In Nth-iteration-labs/ofmlr: Fit online finite mixtures of logistic regression models

Description

Function takes the current model parameters, and an observation to compute the log likelihood of the observation

Usage

ll_compute(y, X, beta, ak = 1, wk = 1)

Arguments

y	A scalar with value 0 or 1; the dependent variable
X	The feature vector of the current observation
beta	A $k$ by $p$ matrix with the true regression coefficients for each mixture component
ak	A vector of length k summing to 1 for the mixture probabilties
wk	The mixture weights (posterior probablity of the data point for each component)

Value

A list containing the log likelihood of the datapoint and the max log likelihood of the datapoint

Nth-iteration-labs/ofmlr documentation built on Sept. 27, 2020, 9:49 p.m.