optim_model_space_params {bdsm} | R Documentation |
Finds MLE parameters for each model in the given model space
Description
Given a dataset and an initial value for parameters, initializes a model space with parameters equal to the initial value for each model. Then for each model performs a numerical optimization and finds parameters which maximize the likelihood.
Usage
optim_model_space_params(
df,
timestamp_col,
entity_col,
dep_var_col,
init_value,
exact_value = FALSE,
cl = NULL,
control = list(trace = 2, maxit = 10000, fnscale = -1, REPORT = 100, scale = 0.05)
)
Arguments
df |
Data frame with data for the analysis. |
timestamp_col |
The name of the column with time stamps. |
entity_col |
Column with entities (e.g. countries). |
dep_var_col |
Column with the dependent variable. |
init_value |
The value with which the model space will be initialized. This will be the starting point for the numerical optimization. |
exact_value |
Whether the exact value of the likelihood should be
computed ( |
cl |
An optional cluster object. If supplied, the function will use this
cluster for parallel processing. If |
control |
a list of control parameters for the optimization which are
passed to optim. Default is
|
Value
List (or matrix) of parameters describing analyzed models.