tcensReg (version 0.1.7)

tcensReg_gradient: Gradient Vector for Truncated Normal Distribution with Censoring with Linear Equation Mean

Description

Gradient Vector for Truncated Normal Distribution with Censoring with Linear Equation Mean

Usage

tcensReg_gradient(theta, y, X, a = -Inf, v = NULL)

Arguments

theta

Numeric vector containing estimates of \(\beta\) and \(\log(\sigma)\)

y

Numeric vector with the observed truncated and censored outcomes

X

Numeric design matrix

a

Numeric scalar indicating the truncation value. Initial value is -Inf indicating no truncation

v

Numeric scalar indicating the censoring value. Initially set to NULL indicating no censoring

Value

Vector of gradient values with p-1 beta parameters and log sigma for the nth iterate