File: 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 3 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