Description Usage Arguments Value Mathematical formula Author(s) See Also
These functions evaluate the Beta regression model likelihood and gradient.There are also functions to compute the sum of Beta regression likelihoods and weighted sum of BPR likelihoods. They are written in C++ for efficiency (not yet!!).
1 2 3 4 5 6 7 8 9 | betareg_likelihood(w, H, data, lambda = 1/2, is_NLL = FALSE)
betareg_gradient(w, H, data, lambda = 1/2, is_NLL = FALSE)
sum_weighted_betareg_lik(w, x, des_mat, post_prob, lambda = 1/2,
is_NLL = TRUE)
sum_weighted_betareg_grad(w, x, des_mat, post_prob, lambda = 1/2,
is_NLL = TRUE)
|
w |
A vector of parameters (i.e. coefficients of the basis functions) |
H |
The |
data |
An |
lambda |
The complexity penalty coefficient for penalized regression. |
is_NLL |
Logical, indicating if the Negative Log Likelihood should be returned. |
x |
A list of elements of length N, where each element is an L x 2 matrix of observations, where 1st column contains the locations. The 2nd column contains the proportions. |
des_mat |
A list of length N, where each element contains the |
post_prob |
A vector of length N containing the posterior probabilities for each element of list x, respectively. |
Either the Beta regression log likelihood or the gradient.
The Beta distributed Probit Regression log likelihood function is computed by the following formula:
log p(y | x, w) = ∑_{l=1}^{L} log Beta(y_{l} | t_{l}, Φ(w^{T}h(x_{l})))
where h(x_l) are the basis functions, and Beta is reparametrized to contain mean and dispersion parameters.
C.A.Kapourani C.A.Kapourani@ed.ac.uk
eval_functions
, betareg_optimize
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