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# MsdeParEst R package ; file contrastNormal.r (last modified: 2017-09-15)
# Authors: M. Delattre, C. Dion
# Copyright INRA 2017
contrastNormal <- function(mu, omega, U, V, S, K, estimphi, drift.random) {
if (length(drift.random) == 2) {
Omega <- matrix(c(omega[1]^2, 0, 0, omega[2]^2), 2, 2, byrow = TRUE)
}
if (sum(drift.random) == 1) {
Omega <- matrix(c(omega[1]^2, 0, 0, 0), 2, 2, byrow = TRUE)
}
if (sum(drift.random) == 2) {
Omega <- matrix(c(0, 0, 0, omega[2]^2), 2, 2, byrow = TRUE)
}
M <- dim(U)[2]
loglik <- vector(length = M)
I2 <- diag(c(1, 1))
for (j in 1:M) {
A <- (I2 + V[[j]] %*% Omega)
Rinv <- solve(A) %*% V[[j]]
b <- mu - estimphi[, j]
loglik[j] <- log(det(A))/2 + K/(2 * S[j]) * (t(b) %*% Rinv %*% b - t(U[, j]) %*%
estimphi[, j])
}
L <- sum(loglik)
return(L)
}
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