apollo_varcov: Calculates varcov matrix of an Apollo model

Description Usage Arguments Details Value

View source: R/apollo_varcov.R

Description

Calculates the Hessian, varcov matrix and s.e. of an Apollo model as defined buy its likelihood function and apollo_inputs list of settings. Performs automatic scaling for increased numeric stability.

Usage

1
apollo_varcov(apollo_beta, apollo_fixed, varcov_settings)

Arguments

apollo_beta

Named numeric vector. Names and values of parameters at which to calculate the covariance matrix. Values _must not be scaled_, and they must include any fixed parameter.

apollo_fixed

Character vector. Names of fixed parameters.

varcov_settings

List of settings defining the behaviour of this function. It must contain at least one of teh following: apollo_logLike, apollo_grad or apollo_inputs.

  • hessianRoutine: Character. Name of routine used to calculate the Hessian. Valid values are "analytic", "numDeriv", "maxLik" or "none" to avoid estimating the Hessian and covariance matrix.

  • scaleBeta: Logical. If TRUE (default), parameters are scaled by their own value before calculating the Hessian to increase numerical stability. However, the output is de-scaled, so they are in the same scale as the apollo_beta argument.

  • numDeriv_settings: List. Additional arguments to the Richardson method used by numDeriv to calculate the Hessian. See argument method.args in grad for more details.

  • apollo_logLike: Function to calculate the loglikelihood of the model, as returned by apollo_makeLogLike.

  • apollo_grad: Function to calculate the gradient of the model, as returned by apollo_makeGrad.

  • apollo_probabilities: Function. Likelihood function of the model. Must receive three arguments:

    • apollo_beta: Named numeric vector.

    • apollo_inputs: List of settings.

    • functionality: Character.

  • apollo_inputs: List of inputs to estimate a model, as returned by apollo_validateInputs.

Details

It calculates the Hessian, variance-covariance, and standard errors at apollo_beta values of an estimated model. At least one of the following settings must be provided (ordered by speed): apollo_grad, apollo_logLike, or (apollo_probabilities and apollo_inputs). If more than one is provided, then the priority is: apollo_grad, apollo_logLike, (apollo_probabilities and apollo_inputs).

Value

List with the following elements


apollo documentation built on July 31, 2021, 5:08 p.m.