multinomcpdf function

Multinomial with p = 1/(1+exp(-th)) cdf/pdf and ders

This function computes the cdf, pdf, and associated derivatives

multinomcpdf(z, th, x)

Arguments

• z: vector of responses taking values in 1,...,nL: as.number(z) if z is a factor!
• th: th is a n x (L-1) matrix of parameters, i.e., mpar = a=[a_1,1,...a_1,k2,a_2,1,...a_2,k2,... a_L-1,1... a_L-1,k2], and first level is the baseline.
• x: matrix of covariates (including the constant)

Returns

• out: Matrix of conditional cdf, derivative with respect to parameter, pdf,

Examples

x=matrix(c(1,1,-1,-1,0,2),nrow=2)
z = c(1,3)
th = matrix(c(1,2,3,4,5,6),nrow=2)
out = multinomcpdf(z,th,x = x)

Author(s)

Pavel Krupskii and Bruno N. Remillard, January 20, 2022