mig_loglik_laplacian function

Laplacian of the MIG log likelihood with respect to the data

Computes the sum of second derivatives of the multivariate inverse Gaussian likelihood with respect to the data argument x. The function is vectorized for more efficiency.

mig_loglik_laplacian(x, beta, xi, Omega)

Arguments

• x: n by d matrix of quantiles
• beta: d vector $\boldsymbol{\beta}$ defining the half-space through $\boldsymbol{\beta}^{\top}\boldsymbol{\xi}>0$
• xi: d vector of location parameters $\boldsymbol{\xi}$, giving the expected value
• Omega: d by d positive definite scale matrix $\boldsymbol{\Omega}$

Returns

an n vector