multi_cohort_ll: Calculate log-likelihood for multi-cohort data

In runtastic/sBGmodel: Estimates the Customer Lifetime Value using the sBG model.

Description

multi_cohort_ll computes log-likelihood function for a multi-cohort data. Input matrix must be a full lower triangular matrix.

Usage

multi_cohort_ll(m_data, params)

Arguments

m_data	a lower triangular matrix containing number of customers per period and cohort. Needs to be squared with more than 1 column.
params	a list of parameters alpha, beta to calculate log-likelihood function for.

Value

Log-likelihood based on multiple cohort data and given input parameters.

References

http://brucehardie.com/notes/017/sBG_estimation.pdf: Equation (3)

runtastic/sBGmodel documentation built on Nov. 5, 2019, 4:21 a.m.