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]