Exemple #1
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def nllf(p):
    beta0C, beta, phi, q, x[x_index] = p[0], p[1], p[2:6].reshape(2, 2), p[6], p[7:]

    p = ilogit(beta0C + beta*np.floor(x))
    x_int, d_int = [np.asarray(np.floor(v), 'i') for v in (x, d)]
    cost = 0
    cost += np.sum(dbern_llf(d, q))
    cost += np.sum(dbern_llf(d, p))
    cost += np.sum(dbern_llf(w, phi[x_int, d_int]))
    cost += dnorm_llf(beta0C, 0, 0.00001)
    cost += dnorm_llf(beta, 0, 0.00001)

    return -cost
Exemple #2
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def nllf(p):
    alpha, beta = p
    p = exp(alpha * xa + beta * xs)

    cost = 0
    cost += np.sum(dbern_llf(y, p))

    return -cost
Exemple #3
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def nllf(p):
    alpha, beta, theta = p[:T], p[T], p[T + 1:]

    p = ilogit(beta * theta[:, None] - alpha[None, :])

    cost = 0
    cost += np.sum(dbern_llf(r, p))
    cost += np.sum(dnorm_llf(theta, 0.0, 1.0))
    cost += np.sum(dnorm_llf(alpha, 0, 0.0001))
    cost += dflat_llf(beta)

    return -cost
Exemple #4
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def nllf(p):
    delta, alpha, state = p[0], p[1], p[2:]
    beta = exp(alpha)
    theta = ilogit(delta)

    P = np.array([ilogit(alpha), 0])
    state = np.asarray(np.floor(state), 'i')

    #state1 = state + 1  # zero-indexing in numpy
    #prop = P[state] # unused

    cost = 0
    cost += np.sum(dbin_llf(y, P[state], t))
    cost += np.sum(dbern_llf(state, theta))
    cost += dnorm_llf(alpha, 0, 1e-4)
    cost += dnorm_llf(delta, 0, 1e-4)

    return -cost