R: COVARIANCE MATRIX OF THE UNIVARIATE SCORES

scoreCov {weightedScores}

R Documentation

COVARIANCE MATRIX OF THE UNIVARIATE SCORES

Covariance matrix of the univariates scores.

scoreCov(scnu,scgam,pmf,index,margmodel)
scoreCov.ord(scgam,pmf,index)

`scnu`	The matrix of the score functions with respect to `\nu`.
`scgam`	The matrix of the score functions with respect to `\gamma`.
`pmf`	The matrix of rectangle probabilities.
`index`	The bivariate pair.
`margmodel`	Indicates the marginal model. Choices are “poisson” for Poisson, “bernoulli” for Bernoulli, and “nb1” , “nb2” for the NB1 and NB2 parametrization of negative binomial in Cameron and Trivedi (1998).

The covariance matrix \Omega_i of s_i(a) computed from the fitted discretized MVN model with estimated parameters {\tilde a}, {\tilde R}.

Note that scoreCov.ord is a variant of the code for ordinal (probit and logistic) regression.

Covariance matrix of the univariates scores \Omega_i.