search for: sigmaderivi

Displaying 1 result from an estimated 1 matches for "sigmaderivi".

2010 Mar 27
1
R runs in a usual way, but simulations are not performed
...urn(d2sigma.dalphaij) } d2sigma.dalphaij_EXP <- function(sigma,i,j) { eiz <- diag(as.vector(ei(i) %*% t(z)), nrow=nrow(z), ncol=nrow(z)) ejz <- diag(as.vector(ei(j) %*% t(z)), nrow=nrow(z), ncol=nrow(z)) d2sigma.dalphaij <- crossprod(crossprod(eiz,ejz),sigma) return(d2sigma.dalphaij) } sigmaDERIVi_ADD <- function(sigma,i) crossprod(solve(sigma),dsigma.dalphai_ADD(i)) sigmaDERIVi_MIX <- function(sigma,i) crossprod(solve(sigma),dsigma.dalphai_MIX(sigma,i)) sigmaDERIVi_EXP <- function(sigma,i) crossprod(solve(sigma),dsigma.dalphai_EXP(sigma,i)) sigmaDERIVisigma_ADD <- function(sigm...