Displaying 1 result from an estimated 1 matches for "betathelda".
2010 Sep 21
2
Need help for EM algorithm ASAP !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
...chi<-thelda^2
psi<-gamma^2
W <- rGIG(n, lambda, chi, psi);
Z <- rnorm(n,0,1);
y<-mu + beta * W + sqrt(W) * Z *gamma;
for (i in 1:n){
theldastar<-rep(0,n)
zi<-rep(0,n)
ti<-rep(0,n)
muthelda<-mu
gammathelda<-thelda*gamma
sigmathelda<-(thelda^2)*sigma
betathelda<-(thelda^2)*sigma*beta
lambdastar<-lambda-0.5
theldastar[i]<-sqrt(1+((y[i]-muthelda)/sigmathelda)^2)
gammastar<-sqrt((gammathelda^2)+((betathelda/sigmathelda)^2))
klambda1<-besselM3(lambdastar+1, x=2, logvalue=FALSE)
klambda<-besselM3(lambdastar,x=2,logvalue=FALSE)
klambda2&...