Skip to content

HTTPS clone URL

Subversion checkout URL

You can clone with
or
.
Download ZIP
Fetching contributors…

Cannot retrieve contributors at this time

33 lines (29 sloc) 0.964 kB
// socatt from ADMB example collection.
#include <TMB.hpp>
template<class Type>
Type objective_function<Type>::operator() ()
{
DATA_FACTOR(y); //categorical response vector
DATA_INTEGER(S); //number of response categories
DATA_MATRIX(X); // Fixed effects design matrix
DATA_FACTOR(group);
PARAMETER_VECTOR(b); // Fixed effects
PARAMETER(logsigma);
PARAMETER_VECTOR(tmpk); // kappa ( category thresholds)
PARAMETER_VECTOR(u); // Random effects
Type sigma = exp(logsigma);
vector<Type> alpha = tmpk;
for(int s=1;s<tmpk.size();s++)
alpha(s) = alpha(s-1) + exp(tmpk(s));
Type ans=0;
ans -= sum(dnorm(u,Type(0),Type(1),true));
vector<Type> eta = X*b;
for(int i=0; i<y.size(); i++){
eta(i) += sigma*u(group(i));
Type P;
if(y(i)==(S-1)) P = 1.0; else P = Type(1)/(Type(1)+exp(-(alpha(y(i))-eta(i))));
if(y(i)>0) P -= Type(1)/(Type(1)+exp(-(alpha(y(i)-1)-eta(i))));
ans -= log(1.e-20+P);
}
return ans;
}
Jump to Line
Something went wrong with that request. Please try again.