calcLL.Rd
Cpp function: calculate the four type of log likelihood function (observed likelihood, penalized likelihood, complete likelihood, penalized complete likelihood) in all levels.
calcLL(X, Z, y, seg, W, V, lambda1, lambda2, alpha1, alpha2, multiply = FALSE)
X | an aggregated data matrix (n*P) of input in experts network (rbind of all levels input). |
---|---|
Z | a data matrix (n*q) of input in gating network. |
y | a vector of response (n). |
seg | an integer vector of length in each level (L). |
W | aggregated parameters in experts network (cbind of all levels) ((P+L)*K). |
V | parameters in gating network((q+1)*K). |
lambda1 | aggregated penalty lambda parameters in experts network(P*K). |
lambda2 | penalty parameters lambda in gating network(q*1). |
alpha1 | penalty parameters alpha in experts network(L*K). |
alpha2 | penalty parameter alpha in gating network(1). |
multiply | a bool variable indicate whether lambda parameters times sample size. |
A matrix of four types of likelihood function.