# V Matrix (Modified Crowder) # # Author: Francois Pelletier # # LGPL-3.0 ############################################################################### #' V Matrix (Modified Crowder) #' @param Y Individual data sample #' @param param Vector of parameters of the distribution function #' @param variancef Variance function of the distribution #' @param dmean Derivative in respect to the parameter vector of the mean function of the distribution #' @param dsd Derivative in respect to the parameter vector of the standard deviation function of the distribution #' @return V Matrix #' #' @author Francois Pelletier V.Crowder.Mod <- function(param,Y,variancef,dmean,dsd) { (variancef(param)*(a.Crowder.Mod(param,Y,variancef,dmean,dsd) %o% a.Crowder.Mod(param,Y,variancef,dmean,dsd) + sqrt(variancef(param)) * skewness(Y) * (a.Crowder.Mod(param,Y,variancef,dmean,dsd) %o% b.Crowder.Mod(param,Y,variancef,dmean,dsd) + b.Crowder.Mod(param,Y,variancef,dmean,dsd) %o% a.Crowder.Mod(param,Y,variancef,dmean,dsd)) + variancef(param) * (kurtosis(Y)-3+2) * b.Crowder.Mod(param,Y,variancef,dmean,dsd) %*% t(b.Crowder.Mod(param,Y,variancef,dmean,dsd)))) }