loglik.slash: Log-likelihood of multivariate slash reparemetrized

Description Usage Arguments Details Value Examples

View source: R/funciones.R

Description

Obtain a log-likelihood of a sample Slash.

Usage

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loglik.slash(Y, mu, Sigma, eta)

Arguments

Y

Sample slash.

mu

Mean vector with length p.

Sigma

Covarianze matrix with size pxp.

eta

Parameter between 0 and 1.

Details

Compute the log-likelihood without conditioning.

Value

A numeric.

Examples

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n <- 1000
p <- 4
Y <- sim.slash( n, rep(0, p), diag(p), 1/2 )
loglik.slash(Y, rep(0, p), diag(p), 1/2 )

fxjulio/slash documentation built on May 28, 2019, 8:40 p.m.