transformIID: Compute Influence Functions after Transformation
In bozenne/riskRegressionLight: Light version of the package riskRegression

Compute influence functions after transformation based on the influence function before transformation.

1	transformIID(estimate, iid, type)

`estimate`	[numeric matrix] the estimate value before transformation.
`iid`	[numeric array] the standard error before transformation.
`type`	[character] the transforamtion. Can be `"log"`, `"loglog"`, `"cloglog"`, or `"atanh"` (Fisher transform).

Use a delta method to find the standard error after transformation.

The iid decomposition must contain have dimension [n.prediction,time,n.obs] and estimate [n.prediction,time].

bozenne/riskRegressionLight documentation built on May 7, 2019, 12:52 a.m.

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