| negLLrobOmega {robustcov} | R Documentation |
-log Likelihood on test set
Description
The default evaluation function in corss validation, -log liekihood on test set
Usage
negLLrobOmega(Sigma_hat, Sigma)
Arguments
Sigma_hat |
the estimated *covariance* matrix of training set |
Sigma |
the *covariance* matrix of test sets |
Value
-log likelihood
[Package robustcov version 0.1 Index]