rbmn (version 0.9-6)

dev4mn: Computes the deviance for a sample of multinormal vector

Description

From the n observed values of a vector of size p (Y), their expectations (EY) and the variance matrix (VY) supposed identical for all vectors, returns the deviance, i.e. -2*log(p(Y)).

Usage

dev4mn(Y, EY, VY)

Value

A scalar

Arguments

Y

Matrix nxp of the n observed values of length p.

EY

Expectation of Y (matrix nxp or vector p).

VY

Matrix of the variance of each row of Y (matrix pxp).

Details

When EY is a vector with length ncol(Y) this supposes that all observations have the same expectation.

Examples

 dev4mn(matrix(runif(3), 1), t(rbmn0mn.01$mu), rbmn0mn.01$gamma);