grad_hess_eval forms function of gradient and Hessian of log-likelihood produced by f_create.
grad_hess_eval
forms function of gradient and Hessian of log-likelihood produced
by f_create
.
grad_hess_eval(mn, parnl, hessian = FALSE, fixed = 0, data = "", cheqs0 = NULL)
mn |
Expression, can be a list of equations. |
parnl |
Names of parameters. |
hessian |
if |
fixed |
Integer, which parameter is fixed to be 0. |
data |
Name of the data frame with which the function will be evaluated. |
cheqs0 |
If continuous are supplied, include the expressions of errors. |
A function for evaluation of gradient or Hessian.
eq_d <- c("ASC1 * 1 + B11_dur * dur_1" , "ASC2 * 1 + B12_dur * dur_2", "ASC3 * 1 + B13_dur * dur_3 + B20_cost * cost_3 + B53_parkman * PbAvl_3", "ASC4 * 1 + B14_dur * dur_4 + B20_cost * cost_4 + B34_serv * servIdx_4 + B44_stop * stopUs1R1_4") parl <- c(paste0("ASC", 1:4), paste0("B1", 1:4, "_dur"), "B20_cost", "B53_parkman", "B34_serv", "B44_stop") disc_par <- get_par(parl, eq_d) ffor <- disc_par$cheqs0 parld <- disc_par$parld res <- MNlogitf(ffor, separatenmm=FALSE, transform=FALSE) parnl <- paste0("par", 1:length(parld)) gf <- grad_hess_eval (res, parnl, data="data", fixed=1) hf <- grad_hess_eval (res, parnl, data="data", fixed=1, hessian=TRUE)
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