rand.walk = function(X, A, Z, theta, tol, minit, maxit, s2, eta.max, V, verbose)
{
eta.range = c(0, eta.max)
moller$randWalk(X, A, Z, theta, tol, minit, maxit, s2, eta.range, V, verbose)
}
rand.walk.train = function(X, A, Z, theta, trainit, s2, eta.max, V)
{
eta.range = c(0, eta.max)
moller$randWalkTrain(X, A, Z, theta, trainit, s2, eta.range, V)
}
Moller.train = function(X, A, Z, theta, trainit, s2, eta.max)
{
p = length(theta)
V.init = diag(0.01, p)
V.init[-p, -p] = vcov(glm(Z ~ X - 1, family = binomial))
sample = rand.walk.train(X, A, Z, theta, trainit, s2, eta.max, V.init)
V = cov(sample)
V
}
Moller.run = function(X, A, Z, theta, trainit, tol, minit, maxit, s2, eta.max, verbose)
{
p = length(theta)
mcse = numeric(p)
coefficients = numeric(p)
result = list()
V = Moller.train(X, A, Z, theta, trainit, s2, eta.max)
sample = data.frame(rand.walk(X, A, Z, theta, tol, minit, maxit, s2, eta.max, V, verbose))
for (i in 1:p)
{
temp = bm(sample[, i])
coefficients[i] = temp$est
mcse[i] = temp$se
}
iter = nrow(sample)
list(sample = sample, coefficients = coefficients, mcse = mcse, iter = iter, V = V)
}
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