mll: Minus Log-Likelihood for Gaussian model
In gherardovarando/crossSectional: Estimate Dynamical Model from Cross Sectional Data
Description
Minus Log-Likelihood for Gaussian model
Usage
1
mll(P, S)
Arguments
P
the inverse of the covariance matrix
S
the empirical covariance
gherardovarando/crossSectional documentation built on July 7, 2019, 12:44 a.m.
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Description
Minus Log-Likelihood for Gaussian model
Usage
1 | mll(P, S)
|
Arguments
P |
the inverse of the covariance matrix |
S |
the empirical covariance |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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