mig_loglik_laplacian: Laplacian of the MIG log likelihood with respect to the data

In mig: Multivariate Inverse Gaussian Distribution

Laplacian of the MIG log likelihood with respect to the data

Description

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

Usage

mig_loglik_laplacian(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

an n vector

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