vcov.regimix: Variance matrix for a regimix object.

Description Arguments Details Value Method Author(s) References

Description

Calculates variance-covariance matrix from a regimix object.

Arguments

object

an object obtained from fitting a RCP (for region of common profile) mixture model. Such as that generated from a call to regimix(qv).

...

ignored

object2

an object of class regiboot containing bootstrap samples of the parameter estimates (see regiboot(qv)). If NULL (default) the bootstrapping is performed from within the vcov function. If not null, then the vcov estimate is obtained from these bootstrap samples.

method

the method to calculate the variance-covariance matrix. Options are:'FiniteDifference' (default), BayesBoot, SimpleBoot, and EmpiricalInfo. The two bootstrap methods (BayesBoot and SimpleBoot, see regiboot(qv)) should be more general and may possibly be more robust. The EmpiricalInfo method implements an empirical estimate of the Fisher information matrix, I can not recommend it however. It seems to behave poorly, even in well behaved simulations. It is computationally thrifty though.

nboot

the number of bootstrap samples to take for the bootstrap estimation. Argument is ignored if !method %in% c(FiniteDifference,'EmpiricalInfo').

mc.cores

the number of cores to distrbute the calculations on. Default is 4. Set to 1 if the computer is running Windows (as it cannot handle forking – see mclapply(qv)). Ignored if method=='EmpiricalInfo'.

D.accuracy

The number of finite difference points used in the numerical approximation to the observed information matrix. Ignored if method != FiniteDifference. Options are 2 (default) and 4.

Details

If method is FiniteDifference, then the estimates variance matrix is based on a finite difference approximation to the observed information matrix.

If method is either "BayesBoot" or "SimpleBoot", then the estimated variance matrix is calculated from bootstrap samples of the parameter estimates. See Foster et al (in prep) for details of how the bootstrapping is actually done, and regiboot(qv) for its implementation.

Value

A square matrix of size equal to the number of parameters. It contains the variance matrix of the parameter estimates.

Method

vcov( object, ..., object2=NULL, method='FiniteDifference', nboot=1000, mc.cores=1, D.accuracy=2)

Author(s)

Scott D. Foster

References

Foster, S.D., Givens, G.H., Dornan, G.J., Dunstan, P.K. and Darnell, R. (2013) Modelling Regions of Common Profiles Using Biological and Environmental Data. Environmetrics 24: 489–499. DOI: 10.1002/env.2245

Foster, S.D., Lyons, M. and Hill, N. (in prep.) Ecological Groupings of Sample Sites in the presence of sampling artefacts.


RCPmod documentation built on May 30, 2017, 1:53 a.m.

Search within the RCPmod package
Search all R packages, documentation and source code