Nonlinear Multivariate Models

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Documentation for package ‘nmm’ version 0.9

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addInter Add interactions
add_variable 'add_variable' adds columns to the data matrix
AICc Adjusted Akaike's Information Criterion.
AICc.default Adjusted Akaike's Information Criterion.
AICc.nmm Adjusted Akaike's Information Criterion.
BIC.nmm Adjusted Akaike's Information Criterion.
cond_expr 'cond_expr' returns moments of conditional multivariate normal distribution X|Y (last variable is dependent). Only expression for X|Y. Requires installation of Maxima software.
cont_stats Goodness of fit measures
convert_attr2exp 'convert_attr2exp' converts symbolic attribute of derivative into expression object.
dat4cond_mean_cov_expr Log-likelihood expressions for cont. equations plus 1 discrete
dataM Example dataset
datmaxle Log-likelihood expressions for cont. equations
datmlsem Log-likelihood expressions for cont. equations sem
diagnostics Goodness of fit measures for both parts
expr_ll_norm Log-likelihood expressions for cont. equations
expr_ll_norm_v2 Another Log-likelihood expressions for cont. equations version 2
extract_attr_deriv 'extract_attr_deriv' converts attributes(hessian/gradient) of 'deriv()' into a matrix of character strings.
formula2string 'formula2string' removes square brackets from the supplied expressions. Convert par[2] -> par2, sigma[2] -> sigma_2_, sigma[2,3] -> sigma_2x2
f_create 'f_create' creates functions for log-likelihood of different models.
get_npar 'get_npar' Get number of parameters or vector of parameters in supplied equations. Extracts the number of parameters used in equations. Parameters are given as par[1], ..., par[n].
get_par 'get_par' replaces names of parameters with par[i].
get_start 'get_start' get starting values for discrete or continuous choice model.
grad_hess_eval 'grad_hess_eval' forms function of gradient and Hessian of log-likelihood produced by 'f_create'.
in2nmm 'in2nmm' convert some estimation results into 'nmm' object.
logLik.nmm Log-likelihood(LL) with supplied coefficients.
MAEDtimeExpenditure Time-use and expenditure dataset
MAEDtravel Trip dataset
maxle 'maxle' returns expression of log-likelihood (LL) of joint normal distribution.
maxle_p 'maxle_p' returns expression of partitioned log-likelihood. f(y1,y2,..,yn)=f(y1)f(y2|y1)f(y3|y2y1)...f(yn|y1..y(n-1))
mlsem 'mlsem' returns expression of log-likelihood for joint normal distribution, for maximum likelihood (ML), Simultaneous Equations Models (SEM) variant.
MNdogitf 'MNlogitf' or 'MNdogitf' returns log-likelihood(LL) expression for discrete equations of "logit" or "dogit" model.
MNlogitf 'MNlogitf' or 'MNdogitf' returns log-likelihood(LL) expression for discrete equations of "logit" or "dogit" model.
nmm Maximum likelihood estimation of nonlinear multivariate models (NMM).
nmm_sigma Maximum likelihood estimation of nonlinear multivariate models (NMM).
prepare_data 'prepare_data' prepare data for the estimation.
pseudoR pseudo R^2
replace_par 'replace_par' replaces text with other text.
replace_par_wrap 'replace_par_wrap' replace text with other text, wrapper of 'replace_par'.
stats_function Helper functions
string2formula 'string2formula' add square brackets to expressions. Reverse of formula2string. Convert par[2] <- par2, sigma[2] <- sigma_2_, sigma[2,3] <- sigma_2x2
summary.nmm Maximum likelihood estimation of nonlinear multivariate models (NMM).
wxMaxima 'wxMaxima' does symbolic computation in 'Maxima' Requires installation of Maxima software.