mig_loglik_hessian: Hessian of the MIG log likelihood with respect to data

In mig: Multivariate Inverse Gaussian Distribution

Hessian of the MIG log likelihood with respect to data

Description

This function returns the hessian, i.e., the matrix of second derivatives of the log likelihood with respect to the argument x.

Usage

mig_loglik_hessian(x, beta, xi, Omega)

Arguments

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

Value

a d by d matrix of second derivatives if x has length d, else an n by d by d array if x is an n by d matrix

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