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