Last data update: 2014.03.03
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R: Binary choice example
Binary choice example
Description
Functions for binary choice example in the vignette.
Usage
binary.f(P, data, priors, order.row = FALSE)
binary.grad(P, data, priors, order.row = FALSE)
binary.hess(P, data, priors, order.row = FALSE)
Arguments
P |
Numeric vector of length (N+1)*k. First N*k elements are heterogeneous coefficients. The remaining k elements are population parameters.
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data |
List of data matrices Y and X, and choice count integer T
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priors |
List of named matrices inv.Omega and inv.Sigma
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order.row |
Determines order of heterogeneous coefficients in
parameter vector. Affects sparsity pattern of Hessian. See vignette.
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Details
Hessian is sparse, and returned as a dgcMatrix object
Value
Log posterior density, gradient and Hessian.
Results
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