VarY {MMLR}

Estimantion of the variance of the response Y

Description

This function is used for calculation of the variance of the respone Y (Var(Y))

Usage

VarY(bb, sigma, i, x, tau, la)

Arguments

bb

Matrix (k x m), k - number of columns (k - 1 - number of regressors), m - number of states, m = 2,3,.. .

sigma

Scalar, the standard deviation of the disturbance term

i

number (scalar), initial state

x

Row-vector of the matrix of predictors X (1 x k), k - number of columns.

tau

number (scalar), observed time

la

Matrix with the known transition rates \lambda_{i,j}, (m x m), m – number of states

Details

Function calculates the following expression: , where vector of average sojourn times in each state $t_i$ is calculated using function Aver_soj_time

Value

Estimantion of the variance of the response Y, scalar

Examples

Xtest <- cbind(rep_len(1,10),c(2,5,7,3,1,1,2,2,3,6), c(5,4,1,2,3,2,3,5,2,2))
tGiven <- matrix (c(0.9,1.18,1,1.6,1.4,1.7,1.9,1.45,1.5,2.14), nrow = 10, ncol = 1)
initState <- matrix (c(2,1,1,2,2,2,1,1,2,1),nrow = 10, ncol = 1)
lambda <- matrix(c(0, 0.33, 0.45, 0), nrow = 2, ncol = 2, byrow = TRUE)
beta <- matrix(c(1, 2, 3, 4, 6, 8), nrow = 3, ncol = 2, byrow = TRUE)
VarY(beta,1,2,Xtest[3,],10,lambda)