fetch.rho.b | R Documentation |
\rho
) back to \rho
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
.
fetch.rho.b(b)
b |
The vector of estimated coefficients ( |
This function is for internal use but documented as a regular function to enable any user to assess the estimator and its functionality.
The function returns the correct estimate for \rho
.
We want to estimate \rho
but because it is theoretically bound, we estimate \theta
which is not bound can range from -\infty
to +\infty
.
Lucas Leemann lleemann@gmail.com
StratSel
test <- c(1,1,-2.35)
fetch.rho.b(test)
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