26 lines
No EOL
982 B
R
26 lines
No EOL
982 B
R
# M 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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#' M Matrix (Modified Crowder)
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#'
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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 skewnessf Skewness function of the distribution
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#' @param kurtosisf Kurtosis 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 M Matrix
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#'
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#' @author Francois Pelletier
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M.Crowder.Mod <- function(param,Y,variancef,skewnessf,kurtosisf,dmean,dsd)
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{
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-(a.Crowder.Mod(param,Y,variancef,dmean,dsd) %o% dmean(param) +
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2*sqrt(variancef(param)) *
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b.Crowder.Mod(param,Y,variancef,dmean,dsd) %*% t(dsd(param)))
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} |