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- Timestamp:
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Feb 21, 2012, 2:38:59 PM (13 years ago)
- Author:
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Víctor de Buen Remiro
- Comment:
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v23
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v24
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94 | 94 | [[LatexEquation( f\left(y;\mu\right)=\frac{1}{y!}e^{-\mu}\mu^{y} )]] [[BR]] [[BR]] |
95 | 95 | * and its logarithm will be [[BR]] [[BR]] |
96 | | [[LatexEquation( \ln f\left(y;\mu\right)=-\ln\left(\Gamma\left(y+1\right)\right)+y\ln\left(\mu\right)-\mu = -\ln\left(\Gamma\left(y+1\right)\right)+y\eta-e^{\eta} )]] [[BR]] [[BR]] |
| 96 | [[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} )]] [[BR]] [[BR]] |
97 | 97 | * the partial derivatives of log-density function respect to the linear prediction is [[BR]] [[BR]] |
98 | 98 | [[LatexEquation( \frac{\partial\ln f}{\partial\eta}=y-e^{\eta} )]] [[BR]] [[BR]] |
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153 | 153 | [[LatexEquation( f\left(y;\mu,\lambda\right)=\begin{cases}\lambda+\left(1-\lambda\right)e^{-\mu} & \forall y=0\\\left(1-\lambda\right)\frac{1}{y!}e^{-\mu}\mu^{y} & \forall y>0\end{cases} )]] [[BR]] [[BR]] |
154 | 154 | * and its logarithm will be [[BR]] [[BR]] |
155 | | [[LatexEquation( \ln f\left(y;\mu,\lambda\right)=\begin{cases}\ln\left(\lambda+\left(1-\lambda\right)e^{-\mu}\right) & \forall y=0\\\ln\left(1-\lambda\right)-\ln\left(\Gamma\left(y+1\right)\right)+y\ln\mu-\mu & \forall y>0\end{cases} )]] [[BR]] [[BR]] |
156 | | * the partial derivatives of log-density function respect to the linear prediction are [[BR]] [[BR]] |
157 | | [[LatexEquation( \frac{\partial\ln f}{\partial\eta}=\frac{\partial\ln f}{\partial\mu}\frac{\partial\mu}{\partial\eta}=\begin{cases}\frac{1-\lambda}{\lambda+\left(1-\lambda\right)e^{-\mu}}\mu & \forall y=0\\ \left(\frac{y}{\mu}-1\right)\mu & \forall y>0\end{cases}=\begin{cases} \frac{\left(1-\lambda\right)e^{\eta}}{\lambda+\left(1-\lambda\right)e^{-e^{\eta}}} & \forall y=0\\ y-e^{\eta} & \forall y>0\end{cases} )]] [[BR]] [[BR]] |
158 | | [[LatexEquation( \frac{\partial^{2}\ln f}{\partial\eta^{2}}=-e^{\eta} )]] [[BR]] [[BR]] |
| 155 | [[LatexEquation( \ln f\left(y;\mu,\lambda\right)=\begin{cases}\ln\left(\lambda+\left(1-\lambda\right)e^{-\mu}\right) & \forall y=0\\\ln\left(1-\lambda\right)-\ln\left(y!\right)+y\ln\mu-\mu & \forall y>0\end{cases} )]] [[BR]] [[BR]] |
| 156 | * the first and second partial derivatives of log-density function respect to the linear prediction are [[BR]] [[BR]] |
| 157 | [[LatexEquation( \frac{\partial^{2}\ln f}{\partial\eta^{2}}=\begin{cases}-\frac{\left(1-{e}^{\eta}\right)\,{e}^{\eta-{e}^{\eta}}\,\left(1-\lambda\right)}{\lambda+{e}^{-{e}^{\eta}}\,\left(1-\lambda\right)}-\frac{{e}^{2\,\eta-2\,{e}^{\eta}}\,{\left(1-\lambda\right)}^{2}}{{\left(\lambda+{e}^{-{e}^{\eta}}\,\left(1-\lambda\right)\right)}^{2}} & \forall y=0\\-e^{\eta} & \forall y>0\end{cases} )]] [[BR]] [[BR]] |
| 158 | * the first partial derivative of log-density function respect to the zero-inflation parameter is [[BR]] [[BR]] |
| 159 | [[LatexEquation( \frac{\partial\ln f}{\partial\lambda}=\begin{cases}\frac{1-{e}^{-{e}^{\eta}}}{\lambda+{e}^{-{e}^{\eta}}\,\left(1-\lambda\right)} & \forall y=0\\-\frac{1}{1-\lambda} & \forall y>0\end{cases} )]] |