rcm_loglik_arma: The RCM log-likelihood function

Description Usage Arguments Value Author(s) Examples

View source: R/RcppExports.R

Description

Fast evaluation of the RCM log-likelihood function.

Usage

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rcm_loglik_arma(Psi, nu, S_list, ns)

Arguments

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.

Value

The value of the log-likelihood.

Author(s)

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

Examples

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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 Dec. 27, 2018, 2:32 a.m.