https://github.com/cran/bild
Tip revision: 129f03a2619f3da43b97f463998ebb167c5a706d authored by M. Helena Gonçalves on 12 April 2020, 13:20:03 UTC
version 1.2-0
version 1.2-0
Tip revision: 129f03a
gradlogL_bin2I.R
gradlogL.bin2I <- function(parameters, X,data,integrate,trace)
{
gradient2 <- function(param,X,y,integrate)
{
y[is.na(y)]<-(-1)
y <- as.integer(y)
n <- as.integer(length(y))
npar <- as.integer(length(param)-1)
beta <- as.double(param[1:(npar-2)])
bt <- as.double(param[1:(npar-2)])
lpsi <- as.double(param[(npar-1):npar])
omega<-as.double(param[npar+1])
theta <- work <- as.double(rep(0,n))
g.beta <- d.beta <- d.beta1<-d.beta2 <- der <- as.double(rep(0,npar-2))
g.lpsi1<-g.lpsi2 <- as.double(0)
d.beta <- matrix(as.double(0),3,npar-2)
gvar<-as.double(0)
x <- matrix(as.double(X),nrow=n, ncol=npar-2)
der <- as.double(rep(0,npar-2))
db <- matrix(as.double(0),3,npar-2)
db1<- matrix(as.double(0),4,npar-2)
db2<- matrix(as.double(0),5,npar-2)
li<-as.double(integrate$lig)
ls<-as.double(integrate$lsg)
epsabs<-as.double(integrate$epsabs)
epsrel<-as.double(integrate$epsrel)
limit<-as.integer(integrate$limit)
key<-as.integer(integrate$key)
result <- .Fortran("gint",g.beta,g.lpsi1,g.lpsi2,gvar,
x,theta,work,y,lpsi,beta,bt,d.beta,d.beta1,d.beta2,
der,db,db1,db2,omega, npar,n,li,ls,epsabs,epsrel,key,limit,PACKAGE="bild")
return(c(result[[1]],result[[2]],result[[3]],result[[4]]))}
loglik2 <- function(param, X, y,integrate)
{
npar <- as.integer(length(param)-1)
beta <- as.double(param[1:(npar-2)])
bt <- as.double(param[1:(npar-2)])
lpsi <- as.double(param[(npar-1):npar])
omega<-as.double(param[npar+1])
y[is.na(y)]<-(-1)
y <- as.integer(y)
n <- as.integer(length(y))
x <-matrix(as.double(X),nrow=n,ncol=npar-2)
theta <- work <-as.double(rep(0,n))
logL <- as.double(0)
li<-as.double(integrate$lig)
ls<-as.double(integrate$lsg)
epsabs<-as.double(integrate$epsabs)
epsrel<-as.double(integrate$epsrel)
limit<-as.integer(integrate$limit)
key<-as.integer(integrate$key)
results <- .Fortran("integ",logL,bt,beta,lpsi,omega,npar,
x,y,theta,work,n,li,ls,epsabs,epsrel,key,limit,PACKAGE="bild")
return(results[[1]])}
nparam <- as.integer(length(parameters)-1)
omega1<-parameters[nparam+1]
ti.repl<-data[[1]]
cumti.repl<-cumsum(ti.repl)
n.cases<- length(ti.repl)
y<-data[[2]]
counts<-data[[3]]
dbeta<-as.double(rep(0,nparam-2))
dlog.psi1<-0
dlog.psi2<-0
dvar<-0
k1<-1
for (i in 1:n.cases)
{
k2<-cumti.repl[i]
z<-loglik2(param=parameters,X=X[k1:k2,], y=y[k1:k2],integrate=integrate)
grad<-gradient2(param=parameters,X=X[k1:k2,], y=y[k1:k2],integrate=integrate)
for (j in 1:(nparam-2))
{
dbeta[j]<-dbeta[j]+counts[i]*(grad[j]/(exp(z)*sqrt(2*pi)*exp(omega1/2)))
}
dlog.psi1<-dlog.psi1+counts[i]*(grad[nparam-1]/(exp(z)*sqrt(2*pi)*exp(omega1/2)))
dlog.psi2<-dlog.psi2+counts[i]*(grad[nparam]/(exp(z)*sqrt(2*pi)*exp(omega1/2)))
#using the chain rule
dvar<-dvar+counts[i]*(grad[nparam+1]/(exp(z)*sqrt(2*pi)*exp(omega1/2)))*exp(omega1)
k1<-k2+1
}
gr<-c(dbeta,dlog.psi1,dlog.psi2,dvar)
return(-gr)}