mc_variability: Variability matrix

In mcglm: Multivariate Covariance Generalized Linear Models

Variability matrix

Description

Compute the variability matrix associated with the Pearson estimating function.

Usage

mc_variability(sensitivity, product, inv_C, C, res, W)

Arguments

sensitivity	A matrix. In general the output from mc_sensitivity.
product	A list of matrix.
inv_C	A matrix. In general the output from mc_build_C.
C	A matrix. In general the output from mc_build_C.
res	A vector. The residuals vector, i.e. (y_vec - mu_vec).
W	Matrix of weights.

Details

This function implements the equation 8 of Bonat and Jorgensen (2016).

Value

The variability matrix associated witht the Pearson estimating function.

Author(s)

Wagner Hugo Bonat and Eduardo Elias Ribeiro Jr

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