EstiPhi.IterativeUpdate <- function(y, x, sy, sx,
mu, theta0,
mlphi, sdlphi,
maxit = 100, eps = 1e-03){
### iteratively update phi and theta
# require(stats)
# require(matrixStats)
log.lik.phi <- function(phi, yy, xx, sy, sx, mmu,
ttheta, mlphi, sdlphi){
loglik = sum(dnbinom(yy, size = mmu*(phi^{-1} - 1),
prob = 1/(1+sy*ttheta), log = TRUE) +
dnbinom(xx, size = (1 - mmu)*(phi^{-1} - 1),
prob = 1/(1+sx*ttheta), log = TRUE)
) + dlnorm(phi, meanlog = mlphi, sdlog = sdlphi, log = TRUE)
loglik
}
log.lik.theta <- function(theta, yy, xx, sy, sx,
mmu, pphi, mlphi, sdlphi){
loglik = sum(dnbinom(yy, size = mmu*(pphi^{-1} - 1),
prob = 1/(1+sy*theta), log = TRUE) +
dnbinom(xx, size = (1 - mmu)*(pphi^{-1} - 1),
prob = 1/(1+sx*theta), log = TRUE)
) + dlnorm(pphi, meanlog = mlphi, sdlog = sdlphi,
log = TRUE)
loglik
}
res = matrix(0, nrow = nrow(y), ncol = 4)
ix = which(is.na(mu))
# for (i in 1:length(mu)) {
for (i in seq_along(mu)) {
cat(i, sep = "\n")
if(!is.na(mu[i])){
delta = 1
theta.old = theta0
iter = 0
while(delta > eps && iter <= maxit){
iter = iter + 1
### update phi while fixing theta
tmp = optimize(log.lik.phi, interval = c(0, 1),
yy = y[i, ], xx = x[i, ],
sy = sy, sx = sx,
mmu = mu[i], ttheta = theta.old,
mlphi = mlphi, sdlphi = sdlphi,
maximum = TRUE, tol = 1e-05)
phi.old = tmp$maximum
obj.old = tmp$objective
tmp = optimize(log.lik.theta, interval = c(0, exp(700)),
yy = y[i, ], xx = x[i, ],
sy = sy, sx = sx,
mmu = mu[i], pphi = phi.old,
mlphi = mlphi, sdlphi = sdlphi,
maximum = TRUE, tol = 1e-05)
theta.old = tmp$maximum
obj.new = tmp$objective
delta = obj.new - obj.old
}
res[i, ] = c(phi.old, theta.old, obj.new,
as.numeric(iter >= maxit))
}
res[ix, ] = NA
}
colnames(res) = c("phi", "theta", "obj", "convergence")
res = as.data.frame(res)
return(res)
}
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