grad_msel function

Gradient of the Log-likelihood Function of Multivariate Ordered Probit Model

Calculates gradient of the log-likelihood function of multivariate ordered probit model.

grad_msel(
  par,
  control_lnL,
  out_type = "grad",
  n_sim = 1000L,
  n_cores = 1L,
  regularization = NULL
)

Arguments

• par: vector of parameters.
• control_lnL: list with some additional parameters.
• out_type: string representing the output type of the function.
• n_sim: the number of random draws for multivariate normal probabilities.
• n_cores: the number of cores to be used.
• regularization: list of regularization parameters.