loglik_cpp {OPSR}R Documentation

Interface to C++ Log-Likelihood Implementation

Description

This is the main computation engine wrapped by opsr.fit.

Usage

loglik_cpp(theta, W, X, Y, weights, nReg, nThreads)

Arguments

theta

named coefficient vector as parsed from formula interface opsr.

W

list of matrices with explanatory variables for selection process for each regime.

X

list of matrices with expalanatory varialbes for outcome process for each regime.

Y

list of vectors with continuous outcomes for each regime.

weights

vector of weights. See also opsr.

nReg

integer number of regimes.

nThreads

number of threads to be used by OpenMP (should be max. nReg).

Value

Numeric vector of (weighted) log-likelihood contributions.

See Also

opsr.fit, loglik_R


[Package OPSR version 0.1.2 Index]