Description Usage Arguments Value Examples
Estimate the covariance matrix of the maximum empirical likelihood estimator (MELE).
1 | meleCov(drmfit)
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drmfit |
a fitted DRM object (an output from the
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The estimated covariance matrix of the MELE.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 | # Data generation
set.seed(25)
n_samples <- c(100, 200, 180, 150, 175) # sample sizes
x0 <- rgamma(n_samples[1], shape=5, rate=1.8)
x1 <- rgamma(n_samples[2], shape=12, rate=1.2)
x2 <- rgamma(n_samples[3], shape=12, rate=1.2)
x3 <- rgamma(n_samples[4], shape=18, rate=5)
x4 <- rgamma(n_samples[5], shape=25, rate=2.6)
x <- c(x0, x1, x2, x3, x4)
# Fit a DRM with the basis function q(x) = (x, log(abs(x))),
# which is the basis function for gamma family. This basis
# function is the built-in basis function 6.
drmfit <- drmdel(x=x, n_samples=n_samples, basis_func=6)
# Check MELE
drmfit$mele
# Estimate the covariance matrix of the MELE
meleCov(drmfit)
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