Last data update: 2014.03.03
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PLordprob
Package: PLordprob
Type: Package
Title: Multivariate Ordered Probit Model via Pairwise Likelihood
Version: 1.0
Date: 2014-09-29
Author: Euloge Clovis Kenne Pagui [aut,cre], Antonio Canale [aut], Alan Genz [ctb], Adelchi Azzalini [ctb]
Maintainer: Euloge Clovis Kenne Pagui <kenne@stat.unipd.it>
Depends: mnormt
Description: Multivariate ordered probit model, i.e. the extension of the scalar ordered probit model where the observed variables have dimension greater than one. Estimation of the parameters is done via maximization of the pairwise likelihood, a special case of the composite likehood obtained as product of bivariate marginal distributions. The package uses the Fortran 77 subroutine SADMVN by Alan Genz, with minor adaptations made by Adelchi Azzalini in his "mvnormt" package for evaluating the two-dimensional Gaussian integrals involved in the pairwise log-likelihood. Optimization of the latter objective function is performed via quasi-Newton box-constrained optimization algorithm, as implemented in nlminb.
License: GPL-2
Packaged: 2014-10-07 14:29:04 UTC; kenne
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2014-10-07 18:28:10
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0 images,
3 functions,
0 datasets
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Reverse Depends: 0
Install log
* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'PLordprob' ...
** package 'PLordprob' successfully unpacked and MD5 sums checked
** libs
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG -I/usr/local/include -fpic -g -O2 -c cat_pair.c -o cat_pair.o
cat_pair.c:5:21: warning: extra tokens at end of #include directive
#include <Rmath.h> #include <R_ext/RS.h>
^
f95 -fpic -g -O2 -c sadmvnt.f -o sadmvnt.o
gcc -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o PLordprob.so cat_pair.o sadmvnt.o -L/home/ddbj/local/lib64/R/lib -lRlapack -L/home/ddbj/local/lib64/R/lib -lRblas -lgfortran -lm -lquadmath -lgfortran -lm -lquadmath -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/PLordprob/libs
** R
** preparing package for lazy loading
** help
*** installing help indices
converting help for package 'PLordprob'
finding HTML links ... done
PLordprob-package html
delta2a html
ordprob.mple html
** building package indices
** testing if installed package can be loaded
* DONE (PLordprob)
Making 'packages.html' ... done
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