mig_lcv {mig}R Documentation

Likelihood cross-validation for MIG density estimation

Description

Likelihood cross-validation criterion function.

Usage

mig_lcv(x, Omega, beta)

Arguments

x

n by d matrix of observations

Omega

d by d positive definite scale matrix \boldsymbol{\Omega}

beta

d vector \boldsymbol{\beta} defining the half-space through \boldsymbol{\beta}^{\top}\boldsymbol{\xi}>0

Value

LCV criterion value


[Package mig version 2.0 Index]