linreg_negll: Linear Regression (-LL).

Description Usage Arguments Author(s)

View source: R/linreg.R

Description

Calculates the negative log-likelihood of y.

Usage

1
linreg_negll(theta, X, y)

Arguments

theta

Vector of σ^2 and k regression coefficients. Note that σ^2 must always be the first element in the vector.

X

The data matrix, that is an n \times k matrix of n observations of k regressors, which includes a regressor whose value is 1 for each observation.

y

n \times 1 vector of observations on the regressand variable.

Author(s)

Ivan Jacob Agaloos Pesigan


jeksterslabds/jeksterslabRds documentation built on July 16, 2020, 3:41 p.m.