Computes the deviance for a sample of multinormal vector

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Description

From the n observed values of a vector of size p (Y), their expectations (EY) and the variance matrix (VY) supposed identical for all vectors, returns the deviance, i.e. -2*log(p(Y)).

Usage

1
dev4mn(Y, EY, VY)

Arguments

Y

Matrix nxp of the n observed values of length p.

EY

Expectation of Y (matrix nxp or vector p).

VY

Matrix of the variance of each row of Y (matrix pxp).

Details

When EY is a vector with length ncol(Y) this supposes that all observations have the same expectation.

Value

A scalar

Examples

1

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