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sn (version 0.30)
sn.dev: Deviance for skew-normal distributions
Description
Computes twice the negative log-likelihood (the "deviance") for regression models with errors having a skew-normal distribution.
Usage
sn.dev(cp, X, y, trace=FALSE)
Arguments
cp
a vector of initial values for the centred parameters, with
length(cp)=ncol(X)+2
X
a matrix of explanatory variables. Missing values (
NA
s) are not allowed.
y
a vector contaning the observed variable. Missing values (
NA
s) are not allowed.
trace
logical value. If
trace=TRUE
, details are printed. Default value is
F
.
Value
A numeric value.
Details
This is the objective function of
sn.mle
, whose documentation gives additional details.
See Also
sn.mle
,
msn.mle