search for: dsigma

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2010 Mar 27
1
R runs in a usual way, but simulations are not performed
...igma),x) fixs <- function(sigma) crossprod(fi(sigma),xs(sigma)) sxfixs <- function(sigma) crossprod(xs(sigma),crossprod(fi(sigma),xs(sigma))) # zav?dza (ncol(z) x 1) vektor n?l, ktor? m? 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...