mc_cross_sensitivity: Cross-sensitivity

In mcglm: Multivariate Covariance Generalized Linear Models

Cross-sensitivity

Description

Compute the cross-sensitivity matrix between regression and covariance parameters. Equation 10 of Bonat and Jorgensen (2015).

Usage

mc_cross_sensitivity(
  Product_cov,
  Product_beta,
  n_beta_effective = length(Product_beta)
)

Arguments

Product_cov	A list of matrices.
Product_beta	A list of matrices.
n_beta_effective	Numeric. Effective number of regression parameters.

Value

The cross-sensitivity matrix. Equation (10) of Bonat and Jorgensen (2016).

Author(s)

Wagner Hugo Bonat

mcglm documentation built on Sept. 16, 2022, 1:06 a.m.