Displaying 1 result from an estimated 1 matches for "logprobind".
2007 May 11
0
EM covergence problem
...:4]
V22 = Y[301:800,]%*%b[3:4]
V31 = X[801:1000,]%*%b[5:6]
V32 = Y[801:1000,]%*%b[5:6]
V1 = rbind(V11,V21,V31)+rnorm(1000)
V2 = rbind(V12,V22,V32)+rnorm(1000)
oo = exp(V1)+exp(V2)
P1 = exp(V1)/oo
P2 = exp(V2)/oo
D = ifelse(V1>V2,0,1)
#second part of Q function
Q2 = function(Beta,H){
probs = logProbInd(Beta)
li = sum(H*probs)
return(li)
}
logProbInd=function(Beta){#X, Y, D values take as is from environment
dim(Beta) = c(2,3)
Beta = t(Beta)
probs = matrix(,nrow = 1000, ncol = 3)
for(i in 1:3){
v1 = X%*%Beta[(i-1)*2+1:2]
v2 = Y%*%Beta[(i-1)*2+1:2]
p1 = exp(v1)/(exp(v1)+exp(v2))
p2...