loglikelihood2NegativeBinomial: Log-Likelihood of the Bimodal Negative Binomial

In bips-hb/pvm: PharmacoVigilance Methods

Log-Likelihood of the Bimodal Negative Binomial

Description

Returns the log-likelihood of the bimodal negative binomial model used by the Gamma Poisson shrinker (GPS()), see function fitPriorParametersGPS(). The function is written such that it can be used by the base function nlminb().

Usage

loglikelihood2NegativeBinomial(p, a, E)

Arguments

p	A vector with the parameters (alpha1, beta1, alpha2, beta2 and w, in that order)
a	A vector with the number of reports for each of the drug-event pairs
E	A vector (of the same length as a) with the number of reports one would expect under the assumption of 'independence'

Value

The negative log-likelihood (i.e., -1 * log-likelihood)

References

DuMouchel, W. (1999). Bayesian Data Mining in Large Frequency Tables, with an Application to the FDA Spontaneous Reporting System. The American Statistician, 53(3), 177–190. https://doi.org/10.1080/00031305.1999.10474456

        DuMouchel, W., & Pregibon, D. (2001). Empirical bayes screening 
        for multi-item associations. Proceedings of the Seventh ACM 
        SIGKDD International Conference on Knowledge Discovery and 
        Data Mining - KDD ’01, (October), 67–76. 
        http://doi.org/10.1145/502512.502526

See Also

GPS(), fitPriorParametersGPS(), dbinbinom()

Examples

alpha1 <- 0.2
beta1 <- 0.06
alpha2 <- 1.4
beta2 <- 1.8
w <- 0.1

a <- c(5, 1, 56, 3)
E <- c(3.4, 0.5, 10, 0.5) 

p <- c(alpha1, beta1, alpha2, beta2, w)
loglikelihood2NegativeBinomial(p, a, E)
#[1] 16.80512

bips-hb/pvm documentation built on Feb. 13, 2025, 3:32 a.m.