Dear R users,
I try to compute this summation,
http://www.nabble.com/file/p25054272/dd.jpg
where
f(y|x) = Negative Binomial(y, mu=exp(x' beta), size=1/alp)
http://www.nabble.com/file/p25054272/aa.jpg
http://www.nabble.com/file/p25054272/cc.jpg
In fact, I tried to use "do.call" function to compute each u(y,x) before
the
summation, but I got an error, "Error in X[i, ] * t(beta) :
non-conformable
arrays".
Here is my code.
#----------------------------------------------------------------------------------
# data ------------------------------------------------------------
yy <- c(2,2,10,3,6,7,9,9,14,6)
x1 <- c(0,0,0,0,0,1,0,0,0,0)
x2 <- c(1,1,0,1,0,0,0,0,0,0)
x3 <- c(0,0,1,0,0,0,0,0,0,0)
x4 <- c(0,0,0,0,0,0,0,0,0,0)
x5 <- c(0,0,0,0,0,0,0,0,0,1)
x6 <- c(0,0,0,0,1,0,0,0,0,0)
n <- length(yy)
x <- cbind(x1,x2,x3,x4,x5,x6)
X <- cbind(1,x)
p <- 7 #### p:#beta
library(numDeriv)
# u function -------------------------------------------------------
obj <- function(theta,i,j)
{
beta <- theta[1:p]
alp <- theta[p+1]
log(dnbinom(yy[j], mu=exp(rowSums(X[i,] * t(beta))), size=1/alp))
}
list <- expand.grid(j=seq(1,n),i=seq(1,n))
func <- function(i,j) { grad(func=obj,i=i,j=j,
x=c(1.50, 0.02, 0.09, 0.22, 0.17, -0.08, -0.13, 0.04)) }
do.call( func, list )
