Sigma.hat {depCensoring} | R Documentation |
Compute the variance-covariance matrix of the moment functions.
Description
This function comptutes the empricical variance-covariance matrix of the moment functions.
Usage
Sigma.hat(data, beta, t, hp, m.avg = NULL, mi.mat = NULL)
Arguments
data |
Data frame. |
beta |
Coefficient vector. |
t |
Time point of interest. |
hp |
List of hyperparameters. |
m.avg |
A precomputed vector of the sample average of the moment
functions. If not supplied, this vector is computed. Default is
|
mi.mat |
A precomputed matrix of moment function evaluations at each
observation. If supplied, some computations can be skipped. Default is
|
[Package depCensoring version 0.1.7 Index]