msn.dev: Deviance for multivariate skew-normal distributions
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.Usage
msn.dev(param, X, y, freq, trace=F)
Arguments
param
a numeric vector of parameter values.
X
a matrix of explanatory variables.
Missing values (NAs) are not allowed.
y
a matrix contaning the response variable.
Missing values (NAs) are not allowed.
freq
a vector of weights, with length equal to nrow(y).
trace
logical value.
If trace=T, details are printed. Default value is F.
Side Effects
~describe any side effects if they existDetails
This is the objective function of msn.mle, whose documentation
gives additional details.