Sandwich-type covariance matrix

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Description

Returns the sandwich type covariance matrix. This function is not intended to use seperately from the rsem.emmusig function.

Usage

1
rsem.Ascov(xpattern, musig, varphi=.1)

Arguments

xpattern

Missing data pattern output from rsem.pattern.

musig

Robust mean and covariance matrix from rsem.emmusig

varphi

Proportion of data to be down-weighted. Default is 0.1.

Details

Data should be a matrix. To change a data frame to a matrix, using data.matrix(x).

Value

Abeta

A matrix

Bbeta

B matrix

Gamma

Sandwich type covariance matrix

See Also

rsem.emmusig