Description Usage Arguments Value References See Also Examples
covjmcm_acd
calculates the estimation of the covariance of estimated parameters in a ACD model using
the explicit formula, which is the inverse of the estimated Fisher's information matrix.
1 | covjmcm_acd(object)
|
object |
a fitted joint mean-covariance model of class "jmcmMod", returned by the function |
an estimated covariance matrix of the estimated parameters in a ACD model.
[1] M. Maadooliat, M. Pourahmadi and J. Z. Huang, "Robust estimation of the correlation matrix of longitudinal data", Statistics and Computing 23, 17-28, (2013).
covjmcm
, covjmcm_mcd
, and covjmcm_hpc
1 2 3 4 5 6 7 |
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