zinb.loglik.regression | R Documentation |
This function computes the penalized log-likelihood of a ZINB regression model given a vector of counts.
zinb.loglik.regression(
alpha,
Y,
A.mu = matrix(nrow = length(Y), ncol = 0),
B.mu = matrix(nrow = length(Y), ncol = 0),
C.mu = matrix(0, nrow = length(Y), ncol = 1),
A.pi = matrix(nrow = length(Y), ncol = 0),
B.pi = matrix(nrow = length(Y), ncol = 0),
C.pi = matrix(0, nrow = length(Y), ncol = 1),
C.theta = matrix(0, nrow = length(Y), ncol = 1),
epsilon = 0
)
alpha |
the vectors of parameters c(a.mu, a.pi, b) concatenated |
Y |
the vector of counts |
A.mu |
matrix of the model (see Details, default=empty) |
B.mu |
matrix of the model (see Details, default=empty) |
C.mu |
matrix of the model (see Details, default=zero) |
A.pi |
matrix of the model (see Details, default=empty) |
B.pi |
matrix of the model (see Details, default=empty) |
C.pi |
matrix of the model (see Details, default=zero) |
C.theta |
matrix of the model (see Details, default=zero) |
epsilon |
regularization parameter. A vector of the same length as
|
The regression model is parametrized as follows:
log(\mu) =
A_\mu * a_\mu + B_\mu * b + C_\mu
logit(\Pi) = A_\pi * a_\pi + B_\pi
* b
log(\theta) = C_\theta
where \mu, \Pi, \theta
are
respectively the vector of mean parameters of the NB distribution, the
vector of probabilities of the zero component, and the vector of inverse
dispersion parameters. Note that the b
vector is shared between the
mean of the negative binomial and the probability of zero. The
log-likelihood of a vector of parameters \alpha = (a_\mu; a_\pi; b)
is penalized by a regularization term \epsilon ||\alpha||^2 / 2
is
\epsilon
is a scalar, or \sum_{i}\epsilon_i \alpha_i^2 / 2
is
\epsilon
is a vector of the same size as \alpha
to allow for
differential regularization among the parameters.
the penalized log-likelihood.
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