sn.dev.gh {sn} | R Documentation |
Computes first and second derivatives of twice the negative log-likelihood (the "deviance") for regression models with errors having a skew-normal distribution.
sn.dev.gh(cp, X, y, trace=F, hessian=F)
This function produces of derivatives of the objective function of sn.mle
,
whose documentation gives additional details.
a vector containing the gradient;
if hessian=T
, this is given an attribute containing the Hessian matrix