wDefficiency: Weighted D Efficiency

In arappold/docopulae: Optimal Designs for Copula Models

Description

wDefficiency computes the weighted D-, D_s or D_A-efficiency measure for a design with respect to a reference design.

Usage

wDefficiency(des, ref, mods, modw, A = NULL, parNames = NULL)

Arguments

des	a design.
ref	a design, the reference.
mods	a list of models.
modw	a vector of weights.
A	for D-efficiency: NULL D_s-efficiency: a vector of names or indices, the subset of parameters of interest. D_A-efficiency: either directly: a matrix without row names. indirectly: a matrix with row names corresponding to the parameters.
parNames	a vector of names or indices, the subset of parameters to use. Defaults to the parameters for which the Fisher information is available.

Details

Indices supplied to argument A correspond to the subset of parameters defined by argument parNames.

Weighted D efficiency is defined as

( exp(integral( log(det(M(ξ, θ))) , dB)) / exp(integral( log(det(M(ξ*, θ))) , dB)) )**(1/n)

and weighted D_A efficiency as

( exp(integral( -log(det(t(A) %*% solve(M(ξ, θ)) %*% A)) , dB)) / exp(integral( -log(det(t(A) %*% solve(M(ξ*, θ)) %*% A)) , dB)) )**(1/s)

Value

wDefficiency returns a single numeric.

See Also

design, param, Defficiency

arappold/docopulae documentation built on May 10, 2019, 12:47 p.m.