getstartvals | R Documentation |
Calculates the starting values to be passed to nlm
for
minimization of the negative log-likelihood for multivariate normal
data with missing values. This function is private to mlest
.
getstartvals(x, eps = 0.001)
x |
Multivariate data, potentially with missing values. |
eps |
All eigenvalues of the variance-covariance matrix less than
|
Starting values for the mean vector are simply sample means. Starting
values for the variance-covariance matrix are derived from the sample
variance-covariance matrix, after setting eigenvalues less than
eps
times the smallest positive eigenvalue equal to eps
times the smallest positive eigenvalue to enforce positive definiteness.
A numeric vector, containing the mean vector first, followed by the log of the diagonal elements of the inverse of the Cholesky factor of the adjusted sample variance-covariance matrix, and then the elements of the inverse of the Cholesky factor above the main diagonal. These off-diagonal elements are ordered by column (left to right), and then by row within column (top to bottom).
mlest
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