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Changes between Version 13 and Version 14 of OfficialTolArchiveNetworkGrzLinModel


Ignore:
Timestamp:
Mar 30, 2011, 3:47:25 PM (14 years ago)
Author:
Víctor de Buen Remiro
Comment:

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  • OfficialTolArchiveNetworkGrzLinModel

    v13 v14  
    4444
    4545Each particular distribution may have its own additional parameters which will be treated
    46 as a different Gibbs block and should implement
     46as a different Gibbs block and should implement next methods in order to be able of build
     47both bayesian and max-likelihood estimations
    4748
    4849 * the mean function: [[BR]] [[BR]]
     
    5051 * the log-density function: [[BR]] [[BR]]
    5152   [[LatexEquation( \ln f)]] [[BR]][[BR]]
    52  * the partial derivative of log-density function respect to the linear prediction [[BR]] [[BR]]
    53    [[LatexEquation( \frac{\partial\ln f}{\partial\eta})]]
     53 * the first and second partial derivatives of log-density function respect to the linear prediction [[BR]] [[BR]]
     54   [[LatexEquation( \frac{\partial\ln f}{\partial\eta},\frac{\partial^{2}\ln f}{\partial\eta^{2}} )]]
    5455
    5556This class also implements these common features
     
    6970 * the density function has the variance as extra parameter[[BR]] [[BR]]
    7071   [[LatexEquation( f\left(y;\mu,\sigma^{2}\right)=\frac{1}{\sqrt{2\pi\sigma^{2}}}e^{^{-\frac{1}{2}\frac{\left(y-\mu\right)^{2}}{\sigma^{2}}}} )]][[BR]] [[BR]]
     72 * the density function will be then [[BR]] [[BR]]
     73   [[LatexEquation( f\left(y;\mu,\sigma^{2}\right)=\frac{1}{\sqrt{2\pi\sigma^{2}}}e^{^{-\frac{1}{2}\frac{\left(y-\mu\right)^{2}}{\sigma^{2}}}} )]][[BR]] [[BR]]
    7174 * the log-density function will be then [[BR]] [[BR]]
    72    [[LatexEquation( \ln f\left(y;\mu,\sigma^{2}\right)= -\frac{1}{2}\ln\left(2\pi\sigma^{2}\right)-\frac{1}{2\sigma^{2}}\left(y}-\mu\right)^{2} )]]
    73 
     75   [[LatexEquation( \ln f\left(y;\mu,\sigma^{2}\right)= -\frac{1}{2}\ln\left(2\pi\sigma^{2}\right)-\frac{1}{2\sigma^{2}}\left(y}-\mu\right)^{2} )]][[BR]] [[BR]]
     76 * the partial derivative of log-density function respect to the linear prediction is [[BR]] [[BR]]
     77   [[LatexEquation( \frac{\partial\ln f}{\partial\eta}=\frac{1}{\sigma^{2}}\left(y-\eta\right) )]] [[BR]] [[BR]]
    7478
    7579=== Weighted Poisson Regresion ===
     
    8791 * and its logarithm will be [[BR]] [[BR]]
    8892   [[LatexEquation( \ln f\left(y;\mu\right)=-\ln\left(y!\right)+y\ln\left(\mu\right)-\mu = -\ln\left(y!\right)+y\eta-e^{\eta} )]]
     93 * the partial derivative of log-density function respect to the linear prediction is [[BR]] [[BR]]
     94   [[LatexEquation( \frac{\partial\ln f}{\partial\eta}=y-e^{\eta} )]] [[BR]] [[BR]]
    8995
    9096