L_CNBFA_approx: Compute approximate copula likelihood with negative binomial...
In gregorp90/RStan-package-test: Copula-Based Factor Analysis
Description
Usage
Arguments
Value
Description
This function computes the approximated likelihood of a Gaussian copula with
NB marginals. Integration in the calculation of the exact
likelihood can be computationally expensive, especially in high dimensions,
therefore this function provides us with an approximation of the integral.
Usage
1
L_CNBFA_approx(obs, size, mu, Gamma, logl = T)
Arguments
obs
vector. The data point.
size
vector. The estimated size parameter.
mu
vector. The estimated mean parameter.
Gamma
matrix. The estimated correlation matrix.
logl
logical. Should the output be log-likelihood?
Value
The (log-)likelihood.
gregorp90/RStan-package-test documentation built on May 26, 2019, 1:32 a.m.
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Description Usage Arguments Value
Description
This function computes the approximated likelihood of a Gaussian copula with NB marginals. Integration in the calculation of the exact likelihood can be computationally expensive, especially in high dimensions, therefore this function provides us with an approximation of the integral.
Usage
1 | L_CNBFA_approx(obs, size, mu, Gamma, logl = T)
|
Arguments
obs |
vector. The data point. |
size |
vector. The estimated size parameter. |
mu |
vector. The estimated mean parameter. |
Gamma |
matrix. The estimated correlation matrix. |
logl |
logical. Should the output be log-likelihood? |
Value
The (log-)likelihood.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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