update_gamma {EMSNM}

Updata Alpha and Sigma

Description

Updata alpha and sigma in t+1 step with given data and coeffients estimated in step t.

Usage

update_gamma(alphat, sigmat, etat, X, Z, Y)

Arguments

alphat

the estimated coeffients of the mean of each subgroup in step t

sigmat

the estimated standard error of Y in step t

etat

the estimated coeffients determining subgroup in step t

X

the covariables of the mean of each subgroup

Z

the covaraibles determining subgroup

Y

the respond variable

Value

alpha

alpha estimated in step t+1.

eta

eta estimated in step t.

sigma

sigma estimated in step t+1.

Author(s)

Linsui Deng

Examples

#some variables
samplesize <- 1000
classsize <- 6
etasize <- 3
alphasize <- 2

Xtest <- data.frame(matrix(rnorm(samplesize*etasize),samplesize,etasize))
Ztest <- matrix(rnorm(samplesize*alphasize),samplesize,alphasize)

etatest <- matrix(seq(1.15,1,length=etasize*classsize),etasize,classsize)
alphatest <- matrix(seq(1.15,1,length=alphasize*classsize),alphasize,classsize)
sigmatest <- 0.1

Wtest <- Wgenerate(alpha=alphatest,eta=etatest,X=Xtest,Z=Ztest)

#test of updata_gamma
thetaupdate_gamma <- update_gamma(alphat=alphatest,sigmat=sigmatest,
                            etat=etatest,X=Wtest$X,Z=Wtest$Z,Y=Wtest$Y)