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Bayesiantreg (version 1.0.1)

devero: Loglikelihood for every point of the t model

Description

Calculate the loglikelihood for every point of the t model

Usage

devero(y, mu, sigma2, grados)

Value

l

a value with the loglikelihood for the t model

Arguments

y

object of class matrix, with the dependent variables.

mu

object of class matrix, with the mean of the model.

sigma2

object of class matrix, with the variace of the model.

grados

a vector with the degrees of freedom of the model.

Author

Margarita Marin mmarinj@unal.edu.co, Edilberto Cepeda-Cuervo ecepedac@unal.edu.co

Details

Calculate the loglikelihood for the t model as proposed by Marin and Cepeda (_).

References

1. Marin and Cepeda-Cuervo (_). A Bayesian regression model for the non-standardized t distribution with location, scale and degrees of freedom parameters. Unpublished

2. Cepeda-Cuervo E. (2001). Modelagem da variabilidade em modelos lineares generalizados. Unpublished Ph.D. tesis. Instituto de Matematicas. Universidade Federal do Rio do Janeiro.

3. Cepeda C., E. and Gamerman D. (2001). Bayesian Modeling of Variance Heterogeneity in Normal Regression Models. Brazilian Journal of Probability and Statistics. 14, 207-221