chlm_hess: Hessian of the HLM loglikelihood.

Description Usage Arguments Value

View source: R/chlm_grad.R

Description

Hessian of the HLM loglikelihood.

Usage

1
chlm_hess(beta, gamma, y, delta, X, Z)

Arguments

beta

Mean parameter vector of length p.

gamma

Variance parameter vector of length q.

y

Vector of observations of length n.

delta

Optional logical vector of length n indicating the censorring status (TRUE: uncensored, FALSE: uncensored).

X

Mean covariate matrix of size n x p.

Z

Variance covariate matrix of size n x q.

Value

Matrix of size (p+q) x (p+q) containg the Hessian of the loglikelihood at the parameter values.


mlysy/hlm documentation built on Nov. 4, 2019, 7:26 p.m.