qmle_obj: Objective function for quasi-mle approach.

In dcgerard/vicar: Various Ideas for Confounder Adjustment in Regression

Description

This isn't really the log-likelihood, but the log-likelihood plus some constant.

Usage

qmle_obj(alpha, sig_diag, lambda, Y1, Y2)

Arguments

alpha	The current factor loadings
sig_diag	A vector of the current variances
lambda	The current inflation parameter for Y1
Y1	The first part of the observations.
Y2	The second part of the observations.

Details

For separate parts of hte likelihood, this code borrows heavily from the function fa.em.

dcgerard/vicar documentation built on July 7, 2021, 1:08 p.m.