rcm_loglik_arma: The RCM log-likelihood function
In AEBilgrau/correlateR: Fast correlations and covariances

Fast evaluation of the RCM log-likelihood function.

1	rcm_loglik_arma(Psi, nu, S_list, ns)

`Psi`	A `p` times `p` numeric positive semi-definte matrix.
`nu`	A numeric of length 1 giving the degrees of freedom.
`S_list`	A `list` of scatter matrices of the same size as `Psi` for each group.
`ns`	A numeric of the same length as `S_list` giving the number of samples in each group.

The value of the log-likelihood.

Anders Ellern Bilgrau <anders.ellern.bilgrau (at) gmail.com>

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ns <-  c(5, 5, 5)
S <- createRCMData(ns = ns, psi = diag(4), nu = 30)
correlateR:::rcm_loglik_arma(Psi = diag(4), nu = 15, S_list = S, ns = ns)

AEBilgrau/correlateR documentation built on Nov. 15, 2019, 9:21 a.m.

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