isens: Sensitivity function for I-Optimality

In optedr: Calculating Optimal and D-Augmented Designs

Sensitivity function for I-Optimality

Description

Calculates the sensitivity function from the gradient vector, the Information Matrix and the integral of the one-point Identity Matrix over the interest region. If instead the identity matrix is used, it can be used for A-Optimality.

Usage

isens(grad, M, matB)

Arguments

grad	A function in a single variable that returns the partial derivatives vector of the model.
M	Information Matrix for the sensitivity function.
matB	Matrix resulting from the integration of the one-point Information Matrix along the interest region.

Value

The sensitivity function as a matrix of single variable.

optedr documentation built on Nov. 18, 2022, 5:12 p.m.