transformIID: Compute Influence Functions after Transformation

Description Usage Arguments Details

View source: R/transform.R

Description

Compute influence functions after transformation based on the influence function before transformation.

Usage

1
transformIID(estimate, iid, type)

Arguments

estimate

[numeric matrix] the estimate value before transformation.

iid

[numeric array] the standard error before transformation.

type

[character] the transforamtion. Can be "log", "loglog", "cloglog", or "atanh" (Fisher transform).

Details

Use a delta method to find the standard error after transformation.

The iid decomposition must contain have dimension [n.obs,time,n.prediction] and estimate [n.prediction,time].


riskRegression documentation built on Jan. 13, 2021, 11:12 a.m.