Description Usage Arguments Value Note Author(s) See Also Examples
Computes the information matrix of a design w
in the model determined by the matrix Fx
of candidate regressors.
1 |
Fx |
the |
w |
a non-negative vector of length |
echo |
Print the call of the function? |
The information matrix of the design w
in the model with all candidate regresors given by the rows of Fx
.
The information matrix is standardized, i.e., it assumes that the variance of the errors is 1.
Radoslav Harman, Lenka Filova
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | # Compute its information matrix for the design that is
# uniform on all the points with at most two levels equal to 1
# in the main effects model with 2 factors.
Fx <- Fx_cube(~x1 + x2 + x3 + x4 + x5, lower = rep(0, 5))
w <- rep(0, 2^5)
for (i in 1:(2^5)) if (sum(Fx[i, 2:6]) <= 2) w[i] <- 1
print(M <- infmat(Fx, w))
## Not run:
# Visualize the correlation matrix of the parameter estimators
V <- solve(M); Y <- diag(1/sqrt(diag(V)))
library(corrplot); corrplot(Y %*% V %*% Y)
## End(Not run)
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