Deviance for skew-normal distributions

Usage

sn_dev(cp, X, y, traceout)

Arguments

cp a vector of initial values for the centred parameters, with length(cp)=size(X,2)+2
X a matrix of explanatory variables. Missing values (NaNs) are not allowed.
y a vector contaning the observed variable. Missing values (NaNs) are not allowed.
traceout logical value. If traceout=1, details are printed. Default value is 0.

Description

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

Details

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

Value

a numeric value

See Also

sn_mle, msn_mle


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