scanner {envlpaster} | R Documentation |
A diagnostic assessing the potential benefits of envelope methodology for a particular aster model.
scanner(M, coef, u)
M |
A √{n} estimate of an estimator's asymptotic covariance matrix. |
coef |
The MLE of the parameter of interest. |
u |
The dimension of the envelope space assumed. |
This function provides users with a rough diagnostic for the performance of an envelope estimator at a specific dimension. We can see how close a particular potential envelope estimator is to the MLE as well as the proportion of variation that will be discarded when using envelope estimation. This amount of variation discarded is optimistic since it does not account for variability associated with estimating the projection into the envelope space.
indices |
The indices of the |
table |
An output table. The first column is the projection
of |
G |
The |
prop |
the sum of the remaining eigenvalues of |
## Not run: library(envlpaster) data(simdata30nodes) data <- simdata30nodes.asterdata nnode <- length(vars) xnew <- as.matrix(simdata30nodes[,c(1:nnode)]) m1 <- aster(xnew, root, pred, fam, modmat) avar <- m1$fisher beta <- m1$coef scanner(M = avar, coef = beta, u = 1) ## End(Not run)