estimateAUCwithMVNCML {BLOQ} | R Documentation |

function to estimate mean and and covariance matrix of censored data using a full censored maximum likelihood approach (with a special structure for the covariance matrix which only allows correlations between successive time points), then use these estimates for estimating AUC and its standard error

```
estimateAUCwithMVNCML(
inputData,
LOQ,
timePoints,
isMultiplicative = FALSE,
onlyFitCML = FALSE,
printCMLmessage = TRUE,
optimizationMethod = NULL,
CMLcontrol = NULL,
na.rm = TRUE,
isPairwise = FALSE
)
```

`inputData` |
numeric matrix or data frame of the size n by J (n the sample size and J the number of time points) the input dataset |

`LOQ` |
scalar, limit of quantification value |

`timePoints` |
vector of time points |

`isMultiplicative` |
logical variable indicating whether an additive error model (FALSE) or a multiplicative error model (TRUE) should be used |

`onlyFitCML` |
logical variable with FALSE as default, if TRUE only the censored maximum likelihood estimates will be calculated |

`printCMLmessage` |
logical variable with TRUE as default, if TRUE then messages regarding the convergence status of censored log-likelihood maximization will be printed. |

`optimizationMethod` |
single string specifying the method to be used for optimizing the log-likelihood, the default is NULL that allows the function to decide the about the best method. Otherwise, one can select among choices available via R package maxLik: "NR" (for Newton-Raphson), "BFGS" (for Broyden-Fletcher-Goldfarb-Shanno), "BFGSR" (for the BFGS algorithm implemented in R), "BHHH" (for Berndt-Hall-Hall-Hausman), "SANN" (for Simulated ANNealing), "CG" (for Conjugate Gradients), or "NM" (for Nelder-Mead). Lower-case letters (such as "nr" for Newton-Raphson) are allowed. |

`CMLcontrol` |
list of arguments to control convergence of maximization algorithm. It is the same argument as control in the function maxLik in the R package maxLik |

`na.rm` |
logical variable indicating whether the lines with missing values should be ignored (TRUE, default) or not (FALSE). |

`isPairwise` |
logical variable, if TRUE the unstructured covariance matrix will be estimated using pairwise approach, otherwise (FALSE, default) the full maximum likelihood will be used with a special structure imposed on the covariance matrix. |

a list with three components: output of maxLik function, estimated parameters (mean vector and the covariance matrix) using censored maximum likelihood, and estimated AUC and its standard error.

Vahid Nassiri, Helen Yvette Barnett

```
# generate data from Beal model with only fixed effects
set.seed(111)
genDataFixedEffects <- simulateBealModelFixedEffects(10, 0.693,
1, 1, seq(0.5,3,1.5))
estimateAUCwithMVNCML(genDataFixedEffects, 0.1, seq(0.5,3,1.5))
estimateAUCwithMVNCML(genDataFixedEffects, 0.1, seq(0.5,3,1.5),
isPairwise = TRUE)
```

[Package *BLOQ* version 0.1-1 Index]