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pexp
2010 Mar 27
1
R runs in a usual way, but simulations are not performed
...i_EXP(sigma,i),solve(sigma)))
}
# zav?dza pi, qij, rij (iba pre zmie?an? a multiplikat?vny model
heteroskedasticity)
pi_ADD <- function(sigma,i)
-1*crossprod(x,crossprod(sigmaDERIVisigma_ADD(sigma,i),x))
pi_MIX <- function(sigma,i)
-1*crossprod(x,crossprod(sigmaDERIVisigma_MIX(sigma,i),x))
pi_EXP <- function(sigma,i)
-1*crossprod(x,crossprod(sigmaDERIVisigma_EXP(sigma,i),x))
qij_ADD <- function(sigma,i,j) {
SX <- sx(sigma)
dSIGMA.dalphaj <- dsigma.dalphai_ADD(j)
SIGMAderivi <- sigmaDERIVi_ADD(sigma,i)
qij <- crossprod(SX,crossprod(SIGMAderivi,crossprod(dSIGMA.dalphaj,SX))...