sn.dev.gh {sn}R Documentation

Derivatives of deviance for skew-normal distributions

Description

Computes first and second derivatives of twice the negative log-likelihood (the "deviance") for regression models with errors having a skew-normal distribution.

Usage

sn.dev.gh(cp, X, y, trace=F, hessian=F)

Details

This function produces of derivatives of the objective function of sn.mle, whose documentation gives additional details.

Value

a vector containing the gradient; if hessian=T, this is given an attribute containing the Hessian matrix

See Also

sn.mle, sn.dev,msn.mle