loglik_lr: Bernoulli distribution log-likelihood

In jakespiteri/chicagocrime: Organises and Explores the Chicago Crime Dataset

Description

Log-likelihood of the Bernoulli distribution, commonly used in optimisation procedures for maximisation.

Usage

loglik_lr(theta, x, y)

Arguments

theta	parameters relating to x
x	explanatory variables in model matrix
y	binary response variable

Details

The log-likelihood is written

∑_{i=1}^n y \log(σ(Xβ)) + (1-y) \log(1-σ(Xβ))

Value

single value, the log-likelihood of the Bernoulli distribution with fixed x and y

Examples

theta = c(1, 0.1)
X = matrix(rnorm(4), 50, 2)
y = sample(0:1, 50, replace=TRUE)
loglik_lr(theta, X, y)

jakespiteri/chicagocrime documentation built on Jan. 24, 2020, 1:26 a.m.