fetch.rho.b {StratSel} | R Documentation |
Function to transform f(
) back to
Description
The model has a correlation parameter which is estimated and theoretically bound between -1 and +1. To ensure that the estimated parameters are within the theoretical bounds a transformation is necessary. The chosen transformation is:
Whereas is the actual correlation coefficient and
is the parameter we estimate in the model. This parametrization has been worked into the likelihood function and ensures that
will be between
and
.
Usage
fetch.rho.b(b)
Arguments
b |
The vector of estimated coefficients ( |
Details
This function is for internal use but documented as a regular function to enable any user to assess the estimator and its functionality.
Value
The function returns the correct estimate for .
Note
We want to estimate but because it is theoretically bound, we estimate
which is not bound can range from
to
.
Author(s)
Lucas Leemann lleemann@gmail.com
See Also
Examples
test <- c(1,1,-2.35)
fetch.rho.b(test)