| sn.dev.gh {sn} | R Documentation |
Computes first and second derivatives of twice the negative log-likelihood (the "deviance") for regression models with errors having a skew-normal distribution.
sn.dev.gh(cp, X, y, trace=F, hessian=F)
cp |
a vector of initial values for the centred parameters,
with length(cp)=ncol(X)+2
|
X |
a matrix of explanatory variables. Missing values (NAs) are not allowed.
|
y |
a vector contaning the observed variable.
Missing values (NAs) are not allowed.
|
trace |
logical value.
If trace=T, details are printed. Default value is F.
|
hessian |
logical value.
If hessian=T, the Hessian is computed. Default value is F.
|
This function produces of derivatives of the objective function of sn.mle,
whose documentation gives additional details.
a vector containing the gradient;
if hessian=T, this is given an attribute containing the Hessian matrix