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dalphaij
2010 Mar 27
1
R runs in a usual way, but simulations are not performed
...na i-tom mieste 1
ei <- function(i) { ei = rep(0,ncol(z))
ei[i] = 1
return(ei) }
# zav?dza deriv?ciu dSIGMA/dalfa_i a zmie?an? deriv?ciu
(dSIGMA^2)/(ddalfa_i*dalfa_j)
# zav?dza maticov? s??in (sigma)^(-1)*dSIGMA/dalfa_i
# zav?dza maticov? s??in (sigma)^(-1)*dSIGMA/dalfa_i*(sigma)^(-1)
dsigma.dalphai_ADD <- function(i) {
diag(as.vector(ei(i) %*% t(z)), nrow=nrow(z), ncol=nrow(z)) }
dsigma.dalphai_MIX <- function(sigma,i) {
2*crossprod(diag(as.vector(ei(i) %*% t(z)), nrow=nrow(z),
ncol=nrow(z)),sigma^(1/2)) }
dsigma.dalphai_EXP <- function(sigma,i) {
crossprod(diag(as.vector(ei(i) %*% t...