estVarComp: Estimate variance components

Description Usage Arguments Details Value Note Author(s)

Description

Estimate the variance components in a mixed model, via the AI-REML procedure.

Usage

1
estVarComp(Y, W, covMatList, IDs = NULL, start = NULL, group.var = NULL, AIREML.tol = 1e-06, maxIter = 100, dropZeros = TRUE, verbose = TRUE)

Arguments

Y

An n vector of quantitative outcomes.

W

An n by k matrix of k covariates for each of n participants.

covMatList

A list of covariance matrices modeling the correlations between study participants (e.g. kinship/GRM matrix, household matrix)/

IDs

A vectpr of IDs that should be in the model. Should be a subset of the rownames of W. Will be taken to be W if not provided.

start

A potential vector of starting values for the variance components.

AIREML.tol

Tolerance for convergence of the AI-REML procedure.

maxIter

Maximum number of iterations of the AI-REML procedure.

dropZeros

If TRUE covariance matrices with respective variance components being equal to zero will be dropped and variance components will be re-computed to the other covariance matrices.

verbose

If TRUE progress will be reported.

Details

More soon...

Value

A list with estimated variance componets, and the cholesky decomposition of the inverse covariance matrix, and more.

Note

More details soon!

Author(s)

Matt Conomos


tamartsi/MetaCor documentation built on May 31, 2019, 2:56 a.m.