loglikMaltipooCollapsed.RdFunctions providing access to the Log Likelihood, Gradient, and Hessian
of the collapsed maltipoo model. Note: These are convenience functions
but are not as optimized as direct coding of the MaltipooCollapsed
C++ class due to a lack of Memoization. By contrast function optimMaltipooCollapsed
is much more optimized and massively cuts down on repeated calculations.
A more efficient Rcpp module based implementation of these functions
may following if the future. For model details see optimMaltipooCollapsed
documentation
loglikMaltipooCollapsed(Y, upsilon, Theta, X, KInv, U, eta, ell, sylv = FALSE) gradMaltipooCollapsed(Y, upsilon, Theta, X, KInv, U, eta, ell, sylv = FALSE) hessMaltipooCollapsed(Y, upsilon, Theta, X, KInv, U, eta, ell, sylv = FALSE)
| Y | D x N matrix of counts |
|---|---|
| upsilon | (must be > D) |
| Theta | D-1 x Q matrix the prior mean for regression coefficients |
| X | Q x N matrix of covariates |
| KInv | D-1 x D-1 symmetric positive-definite matrix |
| U | a PQxQ matrix of stacked variance components |
| eta | matrix (D-1)xN of parameter values at which to calculate quantities |
| ell | P-vector of scale factors for each variance component (aka VCScale) |
| sylv | (default:false) if true and if N < D-1 will use sylvester determinant identity to speed computation |