D.hat: Obtain the diagonal matrix of sample variances of moment...

View source: R/BoundingCovariateEffects.R

D.hatR Documentation

Obtain the diagonal matrix of sample variances of moment functions

Description

This function computes the diagonal matrix of the sample variance-covariance matrix.

Usage

D.hat(input, beta = NULL, t = NULL, hp = NULL, m.avg = NULL, mi.mat = NULL)

Arguments

input

Can either be the variance-covariance matrix obtained from the function Sigma.hat, or the data frame.

beta

The coefficient vector. Only needs to be supplied when the argument for input is the data frame.

t

The time point of interest. Only needs to be supplied when the argument for input is the data frame.

hp

List of hyperparameters. Only needs to be supplied when the argument for input is the data frame.

m.avg

See documentation of Sigma.hat. Only needs to be supplied when the argument for input is the data frama.

mi.mat

See documentation of Sigma.hat. Only needs to be supplied when the argument for input is the data frama.


depCensoring documentation built on April 4, 2025, 1:52 a.m.