h_var_adj: Obtain the Adjusted Covariance Matrix

In mmrm: Mixed Models for Repeated Measures

Obtain the Adjusted Covariance Matrix

Description

Obtains the Kenward-Roger adjusted covariance matrix for the coefficient estimates. Used in mmrm() fitting if method is "Kenward-Roger" or "Kenward-Roger-Linear".

Usage

h_var_adj(v, w, p, q, r, linear = FALSE)

Arguments

v	(matrix) unadjusted covariance matrix.
w	(matrix) hessian matrix.
p	(matrix) P matrix from h_get_kr_comp().
q	(matrix) Q matrix from h_get_kr_comp().
r	(matrix) R matrix from h_get_kr_comp().
linear	(flag) whether to use linear Kenward-Roger approximation.

Value

The matrix of adjusted covariance matrix.

mmrm documentation built on Oct. 7, 2024, 1:14 a.m.