# V Matrix (gaussian) # # Author: Francois Pelletier # # LGPL-3.0 ############################################################################### #' V Matrix (gaussian) #' @param Y Individual data sample #' @param param Vector of parameters of the distribution function #' @param meanf Mean function of the distribution #' @param variancef Variance function of the distribution #' @param skewnessf Skewness function of the distribution #' @param kurtosisf Kurtosis 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.gauss <- function(param,Y,meanf,variancef,skewnessf,kurtosisf,dmean,dsd) { (variancef(param)*(a.gauss(param,variancef,dmean,dsd) %o% a.gauss(param,variancef,dmean,dsd) + sqrt(variancef(param)) * skewnessf(param) * (a.gauss(param,variancef,dmean,dsd) %o% b.gauss(param,variancef,dmean,dsd) + b.gauss(param,variancef,dmean,dsd) %o% a.gauss(param,variancef,dmean,dsd)) + variancef(param)*(kurtosis(param)+2) * b.gauss(param,variancef,dmean,dsd) %*% t(b.gauss(param,variancef,dmean,dsd)))) }