mixed_ran_likelihood#

View page source

Random Effects Likelihood#

Syntax#

v = ran_likelihood.forward (0, theta , u )

ran_likelihood#

is a d_fun representation of the negative log of the random effects likelihood

\[r( \theta , u ) = v_0 ( \theta , u ) = - \log [ \B{p} ( y | \theta , u ) \B{p} ( u | \theta ) ]\]

The function \(v_0 ( \theta , u )\) is assumed to be a smooth w.r.t the vector \(( \theta , u )\).

theta#

is a numpy vector with float elements and size n_fixed containing a value for the fixed effects.

u#

is a numpy vector with float elements and size n_random containing a value for the random effects.

v#

is a numpy vector with float elements and size 1.

None#

The value ran_likelihood = None corresponds to the random effects likelihood being constant w.r.t. \(( \theta , u )\).

Example#

mixed_ran_likelihood_xam.py