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poisson_moments.m    28 lines (25 with data), 1.1 kB

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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, write to the Free Software
# Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
# the form a user-written moment function should take
function m = poisson_moments(theta, data, momentargs)
k = momentargs{1}; # use this so that data can hold dep, indeps, and instr
y = data(:,1);
x = data(:,2:k+1);
w = data(:, k+2:columns(data));
lambda = exp(x*theta);
e = y ./ lambda - 1;
m = dmult(e, w);
endfunction