loglikWrapper: Wrapper for log-likelihood evaluation

In gabrielfranco89/aggrmodel: A R package to fit aggregated data model

Description

Wrapper for log-likelihood evaluation

Usage

loglikWrapper(
  pars,
  dataWrap,
  mktWrap,
  sCovWrap,
  covWrap,
  corWrap,
  betaWrap,
  designWrap,
  optWrap = TRUE,
  nCons,
  parallel = FALSE,
  nCores = parallel::detectCores() - 1,
  nBasisCov,
  nOrderCov,
  verbWrap,
  positive = FALSE,
  cicle = FALSE,
  truncateDec = NULL
)

Arguments

pars	parameters to be evaluated in optim
dataWrap	dataset
mktWrap	market dataset
sCovWrap	Sample covariance matrix
covWrap	covariance structure
corWrap	correlation structure
betaWrap	beta parameter
designWrap	Design matrix
optWrap	Optmization criterion should be via sample cov. matrix (TRUE) or via likelihood (more sensitive)
nCons	number of types of consumers
parallel	TRUE/FALSE if computation should be parallel
nCores	Number of clusters. Default: parallel::detectCores()
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.