sn (version 0.22.1)

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=F)

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 (NAs) are not allowed.

y

a vector contaning the observed variable. Missing values (NAs) are not allowed.

trace

logical value. If trace=T, 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