msn.dev.grad {sn} | R Documentation |
Computes the gradient of twice the negative profile log-likelihood for multivariate regression models with errors having a multivariate skew-normal distribution.
msn.dev.grad(param, X, y, freq, trace=F)
param |
a numeric vector of parameter values. |
X |
a matrix of explanatory variables.
Missing values (NA s) are not allowed.
|
y |
a matrix contaning the response variable.
Missing values (NA s) are not allowed.
|
freq |
a vector of weights, with length equal to nrow(y) .
|
trace |
logical value.
If trace=T , details are printed. Default value is F .
|
This is the gradient function of msn.dev
,
which is the objective function of msn.mle
;
refer to its documentation for additional details.
a vector contaning the gradient