calc.vcov: Given a design, the current estimate of beta (or true value...

Description Usage Arguments Value

View source: R/mse.R

Description

Given a design, the current estimate of beta (or true value of beta), compute the var-covar matrix

Usage

1
calc.vcov(beta, D, epsilon = 1e-05, true.bvcov = NULL)

Arguments

beta

the current estimates of the parameter values

D

current design matrix

epsilon

a small real number used for regularization. If set to zero, no regularization takes place

true.bvcov

set to the true values of beta if the var-covar matrix is to be computed using the true values

Value

var-covar matrix


mst1g15/biasedcoin documentation built on Nov. 26, 2019, 4:01 a.m.