covjmcm_acd {varjmcm} | R Documentation |
Calculate the estimation of the covariance of estimated parameters in a ACD model, via the explicit formula.
Description
covjmcm_acd
calculates the estimation of the covariance of estimated parameters in a ACD model using
the explicit formula, which is the inverse of the estimated Fisher's information matrix.
Usage
covjmcm_acd(object)
Arguments
object |
a fitted joint mean-covariance model of class "jmcmMod", returned by the function |
Value
an estimated covariance matrix of the estimated parameters in a ACD model.
References
[1] M. Maadooliat, M. Pourahmadi and J. Z. Huang, "Robust estimation of the correlation matrix of longitudinal data", Statistics and Computing 23, 17-28, (2013).
See Also
covjmcm
, covjmcm_mcd
, and covjmcm_hpc
Examples
##This may take more than 5s.
cattleA <- cattle[cattle$group=='A', ]
fit.acd <- jmcm(weight|id|I(ceiling(day/14+1))~1|1,
data = cattleA, cov.method = "acd",
triple = c(8,3,4))
cov.acd <- covjmcm_acd(fit.acd)
[Package varjmcm version 0.1.1 Index]