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