mig_loglik_grad {mig}R Documentation

Gradient of the MIG log likelihood with respect to data

Description

This function returns the gradient vector of the log likelihood with respect to the argument x.

Usage

mig_loglik_grad(x, xi, Omega, beta)

Arguments

x

n by d matrix of quantiles

xi

d vector of location parameters \boldsymbol{\xi}, giving the expected value

Omega

d by d positive definite scale matrix \boldsymbol{\Omega}

beta

d vector \boldsymbol{\beta} defining the half-space through \boldsymbol{\beta}^{\top}\boldsymbol{\xi}>0

Value

an n by d matrix of first derivatives for the gradient, observation by observation, or a d vector if x is a vector.


[Package mig version 1.0 Index]