derivatives: derivatives

In wangpeinihao/RRMLRfMC: Reduced-Rank Multinomial Logistic Regression for Markov Chains

Description

This function is used calculate the derivative values (first and second derivatives for Newton-Raphson method) and loglikelihood when updating A

Usage

derivatives(A, Gamma, Dmat, I, zy, refA)

Arguments

A	matrix with value from previous iteration
Gamma	G matrix values
Dmat	the coefficient matrix for the fixed variables,
I	a U by U incidence matrix with elements; I(i,j)=1 if state j can be accessed from state i in one step and 0 otherwise
zy	the variable values for a given observation
refA	a vector of reference categories

Value

a list of outputs:

• fird: the first derivative value

• secd: the second derivative value

• loglike: the loglikelihood

wangpeinihao/RRMLRfMC documentation built on June 19, 2021, 12:25 a.m.