sd_off {SIMICO}

d^2/d_theta_kdsigma^2

Description

Calculates the Information matrix term of I_theta sigma^2 for outcomes l and m.

Usage

sd_off(l, m, phen_l, phen_m, temp_beta, d, apply_diffs, A_i,
   HL_array, HR_array, no_l_all, no_two_all, tpos_all, obs_all, k)

Arguments

l

Index of first outcome of interest.

m

Index of second outcome of interest.

phen_l

List containing the left and right design matrices and interval times for outcome l.

phen_m

List containing the left and right design matrices and interval times for outcome m.

temp_beta

vector of fitted coefficients.

d

Total number of quadrature nodes.

apply_diffs

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

A_i

Product of apply_diffs across all outcomes k summed over all quadrature nodes d.

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.

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 outcomes l and m.

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.

k

Total number of outcomes.

Value

The output is a matrix containing the component of the information matrix of the sigma and theta parameters.