createRhoFunction: Create Rho-Functions With Custom Tuning Parameter

In robustlmm: Robust Linear Mixed Effects Models

Create Rho-Functions With Custom Tuning Parameter

Description

Convenience function to create rho-functions with custom tuning parameter.

Usage

createRhoFunction(
  tuningParameter,
  which = c("rho.e", "rho.sigma.e", "rho.b.diagonal", "rho.sigma.b.diagonal",
    "rho.b.blockDiagonal", "rho.sigma.b.blockDiagonal"),
  rho.e = smoothPsi,
  rho.sigma.e = psi2propII(rho.e),
  rho.b.diagonal = rho.e,
  rho.sigma.b.diagonal = psi2propII(rho.b.diagonal),
  rho.b.blockDiagonal = rho.e,
  rho.sigma.b.blockDiagonal = rho.b.blockDiagonal,
  ...
)

Arguments

tuningParameter	argument passed on to extractTuningParameter. See its documentation for details.
which	string specifiying which tuning parameter should be extracted.
rho.e	PsiFunction to be used for rho.e.
rho.sigma.e	PsiFunction to be used for rho.sigma.e.
rho.b.diagonal	PsiFunction to be used for rho.b for models with diagonal random effects covariance matrix.
rho.sigma.b.diagonal	PsiFunction to be used for rho.sigma.b for models with diagonal random effects covariance matrix.
rho.b.blockDiagonal	PsiFunction to be used for rho.b for models with block-diagonal random effects covariance matrix.
rho.sigma.b.blockDiagonal	PsiFunction to be used for rho.sigma.b for models with block-diagonal random effects covariance matrix.
...	passed on to chgDefaults.

Details

'rho.b.diagonal' denotes the tuning parameter to be used for 'rho.b' for models with diagonal random effects covariance matrix. 'rho.b.blockDiagonal' is the tuning parameter to be used in the block diagonal case, respectively.

For arguments rho.sigma.e (and rho.sigma.b.diagonal), the Proposal 2 variant of the function specified for rho.e (and rho.b) is used.

Author(s)

Manuel Koller

Examples

  createRhoFunction(c(1.345, 2.28, 1.345, 2.28, 5.14, 5.14), "rho.sigma.e")

robustlmm documentation built on Nov. 15, 2023, 1:07 a.m.