powLaw: Power law with a constant offset

Description Usage Arguments Details Author(s)

View source: R/powLaw.R

Description

powLaw calculates the mean (h). powLawSigma calculates the noise (sigma, or sig for short). powLawDensity calculates the density. powLawNegLogLikVect calculates a vector of negative log-likelihood. powLawNegLogLik calculates the negative log-likelihood (sum of powLawNegLogLikVect). fitPowLaw returns the maximum likelihood fit. simPowLaw creates simulated data.

Usage

1
powLaw(x, th_w, transformVar = F)

Arguments

x

Vector of independent variable observations

th_w

Vector of parameters with ordering [a,r,b,s,kappa]

transformVar

Whether a transformation of the parameterization is needed [Default FALSE]

w

Vector of dependent variable observations

a

Multiplicative coefficient

r

Scaling exponent

b

Offset

s

Baseline noise

kappa

Slope of noise [Optional]

hetSpec

Specification for the heteroskedasticity [Default 'none']

Details

We assume that the response variable w is distributed as

w ~ N(h(x),sig(x)^2)

where x is the independent variable, h(x) the mean, sig(x) the noise, and N denotes a normal distribution. If sig is independent of x, the model is homoskedastic. Otherwise, it is heteroskedastic. For an observation (w,x), the likelihood is

l_w = 1/sqrt(2*pi)/sig*exp(-0.5*(w-h)^2/sig^2)

The negative log-likelihood is

eta_w = 0.5*log(2*pi) + log(sig) + 0.5*(w-h)^2/sig^2

For the mean and noise, we adopt the parametric forms

h = a*x^r + b

and

sig = s

[hetSepc = 'none']

sig = s*(1 + kappa*x)

[hetSpec = 'sd_x']

sig = s*(1 + kappa*a*x^r)

[hetSpec = 'sd_resp']

Author(s)

Michael Holton Price <MichaelHoltonPrice@gmail.com>


eehh-stanford/yada documentation built on June 18, 2020, 8:05 p.m.