# M Matrix (Modified Crowder) # # Author: Francois Pelletier # # LGPL-3.0 ############################################################################### #' M 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 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 M Matrix #' @export M.Crowder.Mod #' @author Francois Pelletier M.Crowder.Mod <- function(param,Y,variancef,skewnessf,kurtosisf,dmean,dsd) { -(a.Crowder.Mod(param,Y,variancef,dmean,dsd) %o% dmean(param) + 2*sqrt(variancef(param)) * b.Crowder.Mod(param,Y,variancef,dmean,dsd) %*% t(dsd(param))) }