transfquad: Variance to standard deviation transform.

In nlr: Nonlinear Regression Modelling using Robust Methods

Description

This function compute the standard deviation of an output from a parameteric nonlinear variance function object, usualy stored as nl.form. The gradient and hessian attributes also will be transformed. transfquadvec transform a vector similarly.

Usage

transfquad(varcomp)

Arguments

varcomp

Is vector of variances, with (n by p) "gradient" and (three dimentional n by p by p) "hessian" attributes.

Details

The standard deviation is simply square root of variance. The gradinet is transformed of square root of gradient. Hessian is transformed of second derivative of square root function as well.

Value

Vector of transformed standard deviation, including (n by p) "gradient" and (three dimentional n by p by p) "hessian" attributes.

Note

In nlr variance function is stored in nl.form for computations.

This function call by nlr, for compatibility it is better to call from nlr rather than directly by user.

Author(s)

Hossein Riazoshams, May 2014. Email: [e-mail] URL http://www.riazoshams.com/nlr/

References

Riazoshams H, Midi H, and Ghilagaber G, 2018,. Robust Nonlinear Regression, with Application using R, Joh Wiley and Sons.

See Also

nl.form

Examples

## The function is currently defined as
"transfquad"

nlr documentation built on July 31, 2019, 5:09 p.m.