R: Computation of the Covariance Matrix

get.cov.matrix {scaRabee}

R Documentation

Computation of the Covariance Matrix

Description

get.cov.matrix is a secondary function called during estimation runs by fitmle.cov. It computes the covariance matrix for the parameter estimates. get.cov.matrix is typically not called directly by users.

Usage

  get.cov.matrix(problem = NULL,
                 Fit = NULL)

Arguments

problem

A list containing the following levels:

data

A list containing as many levels as there are treatment levels for the subject (or population) being evaluated, plus the trts level listing all treatments for this subject (or population), and the id level giving the identification number of the subject (or set to 1 if the analysis was run at the level of the population.

Each treatment-specific level is a list containing the following levels:

cov: mij x 3 data.frame containing the times of observations of the dependent variables (extracted from the TIME variable), the indicators of the type of dependent variables (extracted from the CMT variable), and the actual dependent variable observations (extracted from the DV variable) for this particular treatment.
cov: mij x c data.frame containing the times of observations of the dependent variables (extracted from the TIME variable) and all the covariates identified for this particular treatment.
bolus: bij x 4 data.frame providing the instantaneous inputs for a treatment and individual.
infusion: fij x (4+c) data.frame providing the zero-order inputs for a treatment and individual.
trt: the particular treatment identifier.

method

A character string, indicating the scale of the analysis. Should be 'population' or 'subject'.

init

A data.frame of parameter data with the following columns: 'names', 'type', 'value', 'isfix', 'lb', and 'ub'.

debugmode

Logical indicator of debugging mode.

modfun

Model function.

Fit

A list of containing the following levels:

estimations: The vector of final parameter estimates.
fval: The minimal value of the objective function.

Value

Return a list with the following elements:

covmatrix: The matrix of covariance for the parameter estimates.
orderedestimations: A data.frame with the same structure as problem$init but only containing the sorted estimated estimates. The sorting is performed by order.param.list.

Author(s)