deltavar: Numeric estimation of variance of structural parameters by...

In pCODE: Estimation of an Ordinary Differential Equation Model by Parameter Cascade Method

Numeric estimation of variance of structural parameters by Delta method.

Description

Obtaining variance of structural parameters by Delta method.

Usage

deltavar(data, time, ode.model,par.names,state.names,
        likelihood.fun, par.initial, basis.list, lambda,stepsize,y_stepsize,controls)

Arguments

data	A data frame or a matrix contain observations from each dimension of the ODE model.
time	A vector contain observation times or a matrix if time points are different between dimensions.
ode.model	An R function that computes the time derivative of the ODE model given observations of states variable and structural parameters.
par.names	The names of structural parameters defined in the 'ode.model'.
state.names	The names of state variables defined in the 'ode.model'.
likelihood.fun	A likelihood function passed to PCODE in case of that the error termsdevtools::document()do not have a Normal distribution.
par.initial	Initial value of structural parameters to be optimized.
basis.list	A list of basis objects for smoothing each dimension's observations. Can be the same or different across dimensions.
lambda	Penalty parameter.
stepsize	Stepsize used in estimating partial derivatives with respect to structural parameters for the Delta method.
y_stepsize	Stepsize used in estimating partial derivatives with respect to observations for the Delta method.
controls	A list of control parameters. Same as the controls in pcode.

Value

par.var The variance of structural parameters obtained by Delta method.

pCODE documentation built on Sept. 8, 2022, 9:06 a.m.