mig_kdens_arma: MIG kernel density estimator

In mig: Multivariate Inverse Gaussian Distribution

MIG kernel density estimator

Description

Given a data matrix over a half-space defined by beta, compute the log density taking in turn an observation in newdata as location vector and computing the kernel density estimate.

Usage

mig_kdens_arma(x, newdata, Omega, beta, logd)

Arguments

x	n by d matrix of quantiles
newdata	matrix of new observations at which to evaluated the kernel density
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

the value of the likelihood cross-validation criterion

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