fitted_cov_matrix: Fitted Covariance Matrix

In PeppeSaccardi/acmvup: Additive Covariance Modeling via Unconstrained Parametrization

Description

This function compute the covariancce matrix using the optimal parameters found by fitting the model, given two lists corresponding to the covariates used to model each element of the unconstrained parametrization

Usage

fitted_cov_matrix(optimal_par, lista_phi, lista_d)

Arguments

optimal_par	The optimal parameters (MLE) fitted using the available data
lista_phi	The list containing the row of the matrices of covariates to model each phi element we are interested in retrive the Covariance matrix
lista_d	The list containing the row of the matrices of covariates to model each d element we are interested in retrive the Covariance matrix

Value

Fitted covariance matrix

Examples

lista_d <- list()
lista_phi <- list()
lista_d[[1]] <- 1
lista_d[[2]] <- 1
lista_d[[3]] <- c(1,rnorm(1))
lista_d[[4]] <- c(1,rnorm(2))

lista_phi[[1]] <- c(1,rnorm(2))
lista_phi[[2]] <- 1
lista_phi[[3]] <- 1
lista_phi[[4]] <- c(1,rnorm(1))
lista_phi[[5]] <- 1
lista_phi[[6]] <- c(1,rnorm(3))

optimal_par <- rnorm(19)

S <- fitted_cov_matrix(optimal_par,lista_phi,lista_d)
S

PeppeSaccardi/acmvup documentation built on Dec. 31, 2020, 3:28 p.m.