mc_pearson: Pearson estimating function

In mcglm: Multivariate Covariance Generalized Linear Models

Pearson estimating function

Description

Compute the Pearson estimating function its sensitivity and variability matrices.

Usage

mc_pearson(
  y_vec,
  mu_vec,
  Cfeatures,
  inv_J_beta = NULL,
  D = NULL,
  correct = FALSE,
  compute_sensitivity = TRUE,
  compute_variability = FALSE,
  W
)

Arguments

y_vec	A vector.
mu_vec	A vector.
Cfeatures	A list of matrices.
inv_J_beta	A matrix.
D	A matrix.
correct	Logical.
compute_sensitivity	Logical.
compute_variability	Logical.
W	Matrix of weights.

Details

Compute the Pearson estimating function its sensitivity and variability matrices. For more details see Bonat and Jorgensen (2016) equations 6, 7 and 8.

Value

A list with three components: (i) a vector of quasi-score values, (ii) the sensitivity and (iii) variability matrices associated with the Pearson estimating function.

Author(s)

Wagner Hugo Bonat

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