close
Warning:
Can't synchronize with repository "(default)" (/var/svn/tolp does not appear to be a Subversion repository.). Look in the Trac log for more information.
- Timestamp:
-
Jun 10, 2011, 3:56:48 PM (14 years ago)
- Author:
-
Víctor de Buen Remiro
- Comment:
-
--
Legend:
- Unmodified
- Added
- Removed
- Modified
-
v20
|
v21
|
|
4 | 4 | |
5 | 5 | Max-likelihood and bayesian estimation of |
6 | | [http://en.wikipedia.org/wiki/Generalized_linear_model generalized linear models] with scalar |
| 6 | [http://en.wikipedia.org/wiki/Generalized_linear_model generalized linear models] with |
7 | 7 | prior information and constraining linear inequations. |
8 | 8 | |
… |
… |
|
71 | 71 | [[LatexEquation( \frac{\partial L\left(\beta\right)}{\partial\beta_{i}\partial\beta_{j}}=\underset{k}{\sum}w_{k}\frac{\partial^{2}\ln f_{k}}{\partial\eta_{k}^{2}}x_{ik}x_{jk} )]] |
72 | 72 | |
73 | | This class also implements these common features |
74 | | * scalar prior information of type normal or uniform, truncated or not in both cases, and |
| 73 | This class also implements these common features extending the generalized linear model class: |
75 | 74 | * linear constraining inequations over linear parameters [[BR]][[BR]] |
76 | | [[LatexEquation( A \beta \ge a )]] |
| 75 | [[LatexEquation( A \beta \ge a )]] [[BR]] |
| 76 | * scalar prior information of type normal or uniform, truncated or not in both cases, [[BR]][[BR]] |
| 77 | [[LatexEquation( \beta_i \sim N\left(\mu_{i},\sigma^2_{i}\right) )]] [[BR]][[BR]] |
| 78 | [[LatexEquation( l_i \le \beta_i \le u_i )]][[BR]] |
| 79 | * vectorial normal prior information (''not implemented'') [[BR]][[BR]] |
| 80 | [[LatexEquation( C\beta \sim N\left(\mu_{C},\Sigma_{C}\right) )]][[BR]] |
77 | 81 | |
78 | 82 | === Weighted Normal Regresion === |