Displaying 2 results from an estimated 2 matches for "ydc".
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2007 Mar 02
1
Help with faster optimization for large parameter problem
...with the following very simple likelihood
function:
fn<-function(param) {
x1<-param[1:n]
g1<-param[(n+1):(2*n)]
beta<-param[(2*n+1):(2*n+k)]
sigma2<-param[2*n+k+1]^2
meang1sp<-mean(g1[sp])
mu<-beta%*%matrix(x1,1,n)-(g1[sp]-meang1sp)%*%matrix(g1,1,n)
return(sum((ydc-mu)^2)/(2*sigma2) + n*k*log(sqrt(sigma2)) +
mean(x1)^2 + mean(g1)^2 + 1000*(x1[1]>x1[n]))
}
There's nothing special here -- it's just plain old OLS, except all the
variables on the right hand side are parameters (only the variable ydc is
observed). I have no problems getting this...
2009 Jul 23
1
[PATCH server] changes required for fedora rawhide inclusion.
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