Deviance for multivariate skew-normal distributions

Usage

msn_dev(param, X, y, freq, traceout)

Arguments

param a numeric vector of parameter values.
X a matrix of explanatory variables. Missing values (NaNs) are not allowed.
y a matrix contaning the response variable. Missing values (NaNs) are not allowed.
freq a vector of weights, with length equal to size(y,1).
traceout logical value. If traceout=1, details are printed. Default value is 0.

Description

Computes twice the negative profile log-likelihood (essentially, a form of the deviance) for multivariate regression models with errors having a multivariate skew-normal distribution.

Details

This is the objective function of msn_mle, whose documentation gives additional details.

Value

a numeric value.

Side Effects

describe any side effects if they exist

See Also

msn_mle, msn_fit, sn_mle


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