trustOptim (version 0.8.7.3)

binary: Binary choice example

Description

Functions for binary choice example in the vignette.

Usage

binary.f(P, data, priors, order.row = FALSE)
binary.grad(P, data, priors, order.row = FALSE)
binary.hess(P, data, priors, order.row = FALSE)

Arguments

P

Numeric vector of length (N+1)*k. First N*k elements are heterogeneous coefficients. The remaining k elements are population parameters.

data

List of data matrices Y and X, and choice count integer T

priors

List of named matrices inv.Omega and inv.Sigma

order.row

Determines order of heterogeneous coefficients in parameter vector. Affects sparsity pattern of Hessian. See vignette.

Value

Log posterior density, gradient and Hessian.

Details

Hessian is sparse, and returned as a dgcMatrix object