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ernm (version 1.0.4)

marErnmLikelihood: Likelihood for an ernm with missing data

Description

This function approximates the likelihood around a sample generated at parameters theta0. The likelihood is only "trusted" within a vicinity of theta0. The size of this vicinity is controlled by requiring a minimum effective sample size (minESS) at theta + (theta - tehta0) * damping.

Usage

marErnmLikelihood(theta, sample, theta0, stats, minEss = 5, damping = 0.1)

Value

a list with value, gradient, and hessian

Arguments

theta

parameters

sample

mcmc sample

theta0

parameter values which generated sample

stats

observed statistics

minEss

minimum effective sample size

damping

a damping parameter