Description Usage Arguments Author(s) See Also
The likelihood for regression with t-errors where the variance is known up to scale.
1 | tregress_obj(zlambda, Y, alpha, sig_diag, nu)
|
zlambda |
A vector containing the current estimates of the coefficients (Z) and the variance inflation parameter (lambda). The last element is lambda and all other elements are Z. |
Y |
A matrix of numerics with one column. The response variables. |
alpha |
A matrix of numerics, the covariates. It must be that
|
sig_diag |
A vector of numerics. The variances of the elements
in |
nu |
A positive numeric scalar. The known degrees of freedom of the t-distribution. |
David Gerard
tregress_em
where this function is called,
tregress_fix
for the fixed point iteration that
increases this objective function.
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