fetch.rho.b: Function to transform f(rho) back to rho

In lleemann/StratSel: Strategic Selection Estimator

Function to transform f(\rho) back to \rho

Description

The model has a correlation parameter which is estimated and theoretically bound between -1 and +1. To ensure that the estimated parameters are within the theoretical bounds a transformation is necessary. The chosen transformation is:

f(\rho): \rho = \frac{2}{(1-exp(-\theta))}- 1

Whereas \rho is the actual correlation coefficient and \theta is the parameter we estimate in the model. This parametrization has been worked into the likelihood function and ensures that \rho will be between -1 and +1.

Usage

fetch.rho.b(b)

Arguments

b	The vector of estimated coefficients (\beta) whereas the last element is the transformed correlation coefficient (here: \theta).

Details

This function is for internal use but documented as a regular function to enable any user to assess the estimator and its functionality.

Value

The function returns the correct estimate for \rho.

Note

We want to estimate \rho but because it is theoretically bound, we estimate \theta which is not bound can range from -\infty to +\infty.

Author(s)

Lucas Leemann [e-mail]

See Also

StratSel

Examples

test <- c(1,1,-2.35)
fetch.rho.b(test)

lleemann/StratSel documentation built on Aug. 19, 2023, 7:58 p.m.