sn.dev.gh: Derivatives of deviance for skew-normal distributions
Description
Computes first and second derivatives of twice the negative log-likelihood
(the "deviance")
for regression models with errors having a skew-normal distribution.
Usage
sn.dev.gh(cp, X, y, trace=F, hessian=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.
hessian
logical value.
If hessian=T, the Hessian is computed. Default value is F.