estVarMRME_Godambe {smam}

Variance matrix of estimators from moving-resting process with measurement error

Description

'estVarMRME_Godambe' uses Godambe information matrix to obtain variance matrix of estimators from 'fitMRME'. 'estVarMRME_pBootstrap' uses parametric bootstrap to obtain variance matrix of estimators from 'fitMRME'. 'estVarMRMEnaive_Godambe' use Godambe information matrix to obtain variance matrix of estimators from 'fitMRME_naive'. 'estVarMRMEnaive_pBootstrap' uses parametric bootstrap to obtain variance matrix of estimators from 'fitMRME_naive'.

Usage

estVarMRME_Godambe(
  est_theta,
  data,
  nBS,
  numThreads = 1,
  gradMethod = "simple",
  integrControl = integr.control()
)

estVarMRME_pBootstrap(
  est_theta,
  data,
  nBS,
  detailBS = FALSE,
  numThreads = 1,
  integrControl = integr.control()
)

estVarMRMEnaive_Godambe(
  est_theta,
  data,
  nBS,
  numThreads = 1,
  gradMethod = "simple",
  integrControl = integr.control()
)

estVarMRMEnaive_pBootstrap(
  est_theta,
  data,
  nBS,
  detailBS = FALSE,
  numThreads = 1,
  integrControl = integr.control()
)

Arguments

est_theta

estimators of MRME model

data

data used to process estimation

nBS

number of bootstrap.

numThreads

the number of threads for parallel computation. If its value is greater than 1, then parallel computation will be processed. Otherwise, serial computation will be processed.

gradMethod

method used for numeric gradient (numDeriv::grad).

integrControl

a list of control parameters for the integrate function: rel.tol, abs.tol, subdivision.

detailBS

whether or not output estimation results during bootstrap, which can be used to generate bootstrap CI.

Value

variance-covariance matrix of estimators

Author(s)

Chaoran Hu

Examples

## Not run: 
## time consuming example
tgrid <- seq(0, 10*100, length=100)
set.seed(123)
dat <- rMRME(tgrid, 1, 0.5, 1, 0.01, "m")

estVarMRME_Godambe(c(1, 0.5, 1, 0.01), dat, nBS = 10)
estVarMRME_pBootstrap(c(1, 0.5, 1, 0.01), dat, nBS = 10)
estVarMRMEnaive_Godambe(c(1, 0.5, 1, 0.01), dat, nBS = 10)
estVarMRMEnaive_pBootstrap(c(1, 0.5, 1, 0.01), dat, nBS = 10)

estVarMRME_Godambe(c(1, 0.5, 1, 0.01), dat, nBS = 10, numThreads = 6)
estVarMRME_pBootstrap(c(1, 0.5, 1, 0.01), dat, nBS = 10, numThreads = 6)
estVarMRMEnaive_Godambe(c(1, 0.5, 1, 0.01), dat, nBS = 10, numThreads = 6)
estVarMRMEnaive_pBootstrap(c(1, 0.5, 1, 0.01), dat, nBS = 10, numThreads = 6)
estVarMRMEnaive_pBootstrap(c(1, 0.5, 1, 0.01), dat, nBS = 10, numThreads = 6)

## End(Not run)