X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Feconometrics-1.0.8%2Fpoisson.m;fp=octave_packages%2Feconometrics-1.0.8%2Fpoisson.m;h=3b321cd20d1cf7bbdf43f999ff229073670c65cc;hp=0000000000000000000000000000000000000000;hb=f5f7a74bd8a4900f0b797da6783be80e11a68d86;hpb=1705066eceaaea976f010f669ce8e972f3734b05

diff --git a/octave_packages/econometrics-1.0.8/poisson.m b/octave_packages/econometrics-1.0.8/poisson.m
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+# Copyright (C) 2005  Michael Creel <michael.creel@uab.es>
+# 
+# This program is free software; you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation; either version 2 of the License, or
+# (at your option) any later version.
+# 
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+# 
+# You should have received a copy of the GNU General Public License
+# along with this program; If not, see <http://www.gnu.org/licenses/>.
+ 
+# Example likelihood function (Poisson for count data) with score
+
+function [log_density, score] = poisson(theta, data, otherargs)
+	y = data(:,1);
+	x = data(:,2:columns(data));
+	lambda = exp(x*theta);
+	log_density = -lambda + y .* (x*theta) - lgamma(y+1);
+	score = diag (y - lambda) * x;
+	if (otherargs{1} == 1) score = "na"; endif # provide analytic score or not?
+endfunction