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dbodbc
2013 Mar 10
0
Steepest Ascent Algorithm
...1,1] = sum(-(mu*log(t)^2)-w/(a^2)) #dada
hess[1,2] = hess[2,1] = sum(-log(t)*mu) #dadB0
hess[2,2] = sum(-mu) #dBodBo
hess[1,3] = hess[3,1] = sum(-d*log(t)*mu) #dadB1
hess[2,3] = hess[3,2] = sum(-d*mu) #dBodB1
hess[3,3] = sum(-mu*d^2) #dB1dB1
}
list(l=l,grad=if(gcomp) grad,hess=if(hesscomp)hess)
}
#Steepest ascent algorithm----------------------------------
ascent2 <- function(data,maxit,theta) {
for (it in 1:maxit){
a =like(theta,data,gcomp=T,hesscomp=F)...