L_CPFA_approx: Compute approximate copula likelihood with Poisson marginals

In gregorp90/RStan-package-test: Copula-Based Factor Analysis

Description

This function computes the approximated likelihood of a Gaussian copula with Poisson 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

L_CPFA_approx(obs, Theta, Gamma, logl = T)

Arguments

obs	vector. The data point.
Theta	vector. The estimated Poisson parameter for this observation.
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.