gammasigma {SIMICO}

d^2/d_gamma_ldsigma^2

Description

Calculates the Information matrix term of I_eta gamma for one outcome of interest l.

Usage

gammasigma(
  l, HL_array, HR_array, tpos_all, obs_all,
  apply_diffs, temp_beta, A_i, xDats, no_l_all,
  no_two_all, gMat, a1, a2, k, d)

Arguments

l

Index of first outcome of interest.

HL_array

n x K matrix containing all the hazard values for the left times.

HR_array

n x K matrix containing all the hazard values for the right times.

tpos_all

n x k matrix containing a indictor for whether that time is left-censored or not.

obs_all

n x k matrix containing a indictor for whether that time is right-censored or not.

apply_diffs

Matrix containing the differences between survival functions of the left and right time intervals.

temp_beta

vector of fitted coefficients.

A_i

Product of apply_diffs across all outcomes K summed over all quadrature nodes D.

xDats

List of design matrices.

no_l_all

n x (k - 1) matrix containing the product of apply_diffs across all outcomes K excluding the current outcome l.

no_two_all

n x (k - 2) matrix containing the product of apply_diffs across all outcomes k excluding the outcomes l and m.

gMat

n x q matrix of genetic information.

a1

First shape parameter of beta parameter.

a2

Second shape parameter of beta parameter.

k

Total number of outcomes.

d

Number of quadrature nodes.

Value

The output is a matrix containing the component of the information matrix of the gamma and sigma^2 parameters for outcome l.