Description Usage Arguments Details Value Examples
View source: R/score_hessian.R
Obtain a score values for parameters.
1 | score.slash(Y, mu, Sigma, eta, block = TRUE, hessian = FALSE)
|
Y |
Sample slash. |
mu |
Mean vector with length |
Sigma |
Covariance matrix with size |
eta |
Parameter between 0 and 1. |
block |
Returns a blocked score. |
hessian |
Logical. Is the hessian matrix evaluated? |
Evaluate analitic loglik derivatives.
A list
with U.mu
, U.Sigma
and U.eta
components if block=FALSE
and hessian=FALSE
1 2 3 4 5 6 7 8 | n <- 1000
p <- 4
Y <- sim.slash( n, rep(0, p), diag(p), 1/2 )
sv <- startValues.slash(Y)
fit <- em.slash( Y, sv$mu0 , sv$Sigma0, sv$eta0, verbose=FALSE )
qqplot.slash(Y, fit$mu, fit$Sigma, fit$eta)
loglik.slash(Y, fit$mu , fit$Sigma, fit$eta )
score.slash(Y, fit$mu , fit$Sigma, fit$eta )
|
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