exp_info1: Computes the expected Fisher information
In rugbel/BRTemplate: Template for BR Estimation for Independent Data Models
Description
Usage
Arguments
Details
Value
Author(s)
References
Examples
Description
Computes the expected Fisher information divided by the sample size.
Usage
1
exp_info1(para, X, y, ncores, dll)
Arguments
para
Parameter vector.
X
Model matrix.
y
Observed response.
ncores
Number of cores used in estimation.
dll
Name of the C++ template representing the model of interest.
Details
The function is just a portion of the A_star function.
Value
The returned value is a vector of the same size of para, containing the
value of the adjustment.
Author(s)
Ruggero Bellio
References
Kosmidis, I. and Firth, D. (2010). A generic algorithm for reducing bias
in parametric estimation. Electron. J. Statist., 4, 1097-1112.
Examples
1
# See the vignette file
rugbel/BRTemplate documentation built on Nov. 12, 2019, 7:41 a.m.
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Description Usage Arguments Details Value Author(s) References Examples
Description
Computes the expected Fisher information divided by the sample size.
Usage
1 | exp_info1(para, X, y, ncores, dll)
|
Arguments
para |
Parameter vector. |
X |
Model matrix. |
y |
Observed response. |
ncores |
Number of cores used in estimation. |
dll |
Name of the C++ template representing the model of interest. |
Details
The function is just a portion of the A_star function.
Value
The returned value is a vector of the same size of para, containing the
value of the adjustment.
Author(s)
Ruggero Bellio
References
Kosmidis, I. and Firth, D. (2010). A generic algorithm for reducing bias in parametric estimation. Electron. J. Statist., 4, 1097-1112.
Examples
1 | # See the vignette file
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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