tcensReg_gradient: Gradient Vector for Truncated Normal Distribution with...

In williazo/tcensReg: MLE of a Truncated Normal Distribution with Censored Data

Description

Gradient Vector for Truncated Normal Distribution with Censoring with Linear Equation Mean

Usage

tcensReg_gradient(theta, y, X, a = -Inf, v = NULL)

Arguments

theta	Numeric vector containing estimates of β and \log(σ)
y	Numeric vector with the observed truncated and censored outcomes
X	Numeric design matrix
a	Numeric scalar indicating the truncation value. Initial value is -Inf indicating no truncation
v	Numeric scalar indicating the censoring value. Initially set to NULL indicating no censoring

Value

Vector of gradient values with p-1 beta parameters and log sigma for the nth iterate

williazo/tcensReg documentation built on July 24, 2020, 1:39 a.m.