mig_lcv function

Likelihood cross-validation for MIG density estimation

Likelihood cross-validation criterion function.

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 $\boldsymbol{\beta}^{\top}\boldsymbol{\xi}>0$

Returns

LCV criterion value