list(
# p: dimension K-1, need to be completed
"p" = c(v[1:(K-1)], 1-sum(v[1:(K-1)])),
- "β" = matrix(v[K:(K+d*K-1)], ncol=K),
+ "β" = t(matrix(v[K:(K+d*K-1)], ncol=d)),
"b" = v[(K+d*K):(K+(d+1)*K-1)])
},
{
"Linearize vectors+matrices from list L into a vector"
- c(L$p[1:(K-1)], as.double(L$β), L$b)
+ # β linearized row by row, to match derivatives order
+ c(L$p[1:(K-1)], as.double(t(L$β)), L$b)
},
computeW = function(θ)
{
- #return (diag(c(rep(6,d), rep(3, d^2), rep(1,d^3))))
require(MASS)
dd <- d + d^2 + d^3
M <- Moments(θ)