dmig_laplacian: Laplacian of the MIG density with respect to the data

In mig: Multivariate Inverse Gaussian Distribution

Laplacian of the MIG density with respect to the data

Description

Computes the sum of second derivatives of the multivariate inverse Gaussian density with respect to the data argument x. The function is vectorized for more efficiency.

Usage

dmig_laplacian(x, xi, Omega, beta, scale = TRUE)

Arguments

x	n by d matrix of quantiles
xi	d vector of location parameters \boldsymbol{\xi}, giving the expected value
Omega	d by d positive definite scale matrix \boldsymbol{\Omega}
beta	d vector \boldsymbol{\beta} defining the half-space through \boldsymbol{\beta}^{\top}\boldsymbol{\xi}>0

Value

an n vector

mig documentation built on April 11, 2025, 5:45 p.m.