estVarMRME_Godambe | R Documentation |
'estVarMRME_Godambe' uses Godambe information matrix to obtain variance matrix of estimators from 'fitMRME'. 'estVarMRME_pBootstrap' uses parametric bootstrap to obtain variance matrix of estimators from 'fitMRME'. 'estVarMRMEnaive_Godambe' use Godambe information matrix to obtain variance matrix of estimators from 'fitMRME_naive'. 'estVarMRMEnaive_pBootstrap' uses parametric bootstrap to obtain variance matrix of estimators from 'fitMRME_naive'.
estVarMRME_Godambe(
est_theta,
data,
nBS,
numThreads = 1,
gradMethod = "simple",
integrControl = integr.control()
)
estVarMRME_pBootstrap(
est_theta,
data,
nBS,
detailBS = FALSE,
numThreads = 1,
integrControl = integr.control()
)
estVarMRMEnaive_Godambe(
est_theta,
data,
nBS,
numThreads = 1,
gradMethod = "simple",
integrControl = integr.control()
)
estVarMRMEnaive_pBootstrap(
est_theta,
data,
nBS,
detailBS = FALSE,
numThreads = 1,
integrControl = integr.control()
)
est_theta |
estimators of MRME model |
data |
data used to process estimation |
nBS |
number of bootstrap. |
numThreads |
the number of threads for parallel computation. If its value is greater than 1, then parallel computation will be processed. Otherwise, serial computation will be processed. |
gradMethod |
method used for numeric gradient ( |
integrControl |
a list of control parameters for the |
detailBS |
whether or not output estimation results during bootstrap, which can be used to generate bootstrap CI. |
variance-covariance matrix of estimators
Chaoran Hu
## Not run:
## time consuming example
tgrid <- seq(0, 10*100, length=100)
set.seed(123)
dat <- rMRME(tgrid, 1, 0.5, 1, 0.01, "m")
estVarMRME_Godambe(c(1, 0.5, 1, 0.01), dat, nBS = 10)
estVarMRME_pBootstrap(c(1, 0.5, 1, 0.01), dat, nBS = 10)
estVarMRMEnaive_Godambe(c(1, 0.5, 1, 0.01), dat, nBS = 10)
estVarMRMEnaive_pBootstrap(c(1, 0.5, 1, 0.01), dat, nBS = 10)
estVarMRME_Godambe(c(1, 0.5, 1, 0.01), dat, nBS = 10, numThreads = 6)
estVarMRME_pBootstrap(c(1, 0.5, 1, 0.01), dat, nBS = 10, numThreads = 6)
estVarMRMEnaive_Godambe(c(1, 0.5, 1, 0.01), dat, nBS = 10, numThreads = 6)
estVarMRMEnaive_pBootstrap(c(1, 0.5, 1, 0.01), dat, nBS = 10, numThreads = 6)
estVarMRMEnaive_pBootstrap(c(1, 0.5, 1, 0.01), dat, nBS = 10, numThreads = 6)
## End(Not run)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.