gradLK: Create gradient function approximation via PRACMA package

Description Usage Arguments

View source: R/likelihoodFunctions.R

Description

Create gradient function approximation via PRACMA package

Usage

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gradLK(
  x,
  dataWrap,
  mktWrap,
  sCovWrap,
  covWrap,
  corWrap,
  betaWrap,
  designWrap,
  nCons,
  nBasisCov,
  nOrderCov,
  verbWrap,
  positive = FALSE,
  truncateDec = NULL
)

Arguments

x

parameters to be evaluated

dataWrap

dataset

mktWrap

market dataset

sCovWrap

Sample covariance matrix

covWrap

covariance structure

corWrap

correlation structure

betaWrap

beta parameter

designWrap

Design matrix

nCons

number of types of consumers

nBasisCov

number of basis functions for functional variance

nOrderCov

order of basis functions for functional variance

verbWrap

TRUE/FALSE prints likelihood values during optimization

positive

Use positive restriction?

truncateDec

Integer: Decimal to be truncated in exponential functional


gabrielfranco89/aggrmodel documentation built on June 1, 2020, 8:57 a.m.