Description Usage Arguments Value References See Also Examples
covjmcm_mcd
gives an estimation of the covariance of estimated parameters in a MCD model using
the explicit formula, which is the inverse of the estimated Fisher's information matrix.
1 | covjmcm_mcd(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 MCD model.
[1] Pourahmadi, M., "Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix," Biometrika 87(2), 425–435 (2000).
covjmcm
, covjmcm_acd
, and covjmcm_hpc
1 2 3 4 5 |
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