Displaying 3 results from an estimated 3 matches for "marginal2".
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marginal
2010 Mar 16
0
tmvtnorm: version 1.0-2
...mvnorm.gibbs(), including additional arguments "thinning", "start.value" and "burn.in" for controlling the Gibbs sampler.
* We added a parameter "margin=NULL" to dtmvnorm() as an interface/wrapper to marginal density functions dtmvnorm.marginal() and dtmvnorm.marginal2().
Best regards,
Stefan Wilhelm
financial.com AG
Munich head office/Hauptsitz M?nchen: Maria-Probst-Str. 19 | 80939 M?nchen | Germany
Frankfurt branch office/Niederlassung Frankfurt: Messeturm | Friedrich-Ebert-Anlage 49 | 60327 Frankfurt | Germany
Management board/Vorstand: Dr. Steffen Boehne...
2010 Mar 16
0
tmvtnorm: version 1.0-2
...mvnorm.gibbs(), including additional arguments "thinning", "start.value" and "burn.in" for controlling the Gibbs sampler.
* We added a parameter "margin=NULL" to dtmvnorm() as an interface/wrapper to marginal density functions dtmvnorm.marginal() and dtmvnorm.marginal2().
Best regards,
Stefan Wilhelm
financial.com AG
Munich head office/Hauptsitz M?nchen: Maria-Probst-Str. 19 | 80939 M?nchen | Germany
Frankfurt branch office/Niederlassung Frankfurt: Messeturm | Friedrich-Ebert-Anlage 49 | 60327 Frankfurt | Germany
Management board/Vorstand: Dr. Steffen Boehne...
2010 Sep 29
1
nlminb and optim
...s}!e^{e^(\theta_s-\beta_i)}} f(\theta)d(\theta)
\end{equation}
Where I view $\theta$ as a nuisance parameter and so I integrate it out of the likelihood. The goal is to get parameter estimates for $\beta$. The integral cannot be easily evaluated so I approximate it as:
\begin{equation}
\label{eqn:marginal2}
L(\beta) \approx \prod_{s=1}^N \sum_{q=1}^Q \prod_{i=1}^K\frac{e^{x_{is}(\theta_{q}-\beta_i)}} {x_{is}!e^{e^(\theta_{q}-\beta_i)}} w_q
\end{equation}
\noindent where $\theta_{q}$ is the node at quadrature point $q = 1, \ldots, Q$ and $w_q$ is the weight at quadrature point $q$.
For now, I am ass...