FlagOnePairEta0 {FLAG}R Documentation

FLAG for one pair of random variables fixing eta as zero, using likelihood-ratio test.

Description

FLAG for one pair of random variables fixing eta as zero, using likelihood-ratio test.

Usage

FlagOnePairEta0(
  Y,
  X,
  Gamma_beta,
  Gamma_e,
  eps = 1e-07,
  max.iter = 5000,
  crit.loglik = 1e-04
)

Arguments

Y

Matrix, with size n*2.

X

Matrix, with size n*(p-2).

Gamma_beta

Matrix, with size 2*2.

Gamma_e

Matrix, with size 2*2.

eps

Numeric, a small term to avoid numerical problems, default to be 1e-4.

max.iter

Integer, the maximum number of iterations, default to be 5000.

crit.loglik

Numeric, the criteria of the change ratio of log likelihood to stop.

Value

List, the list of log likelihood during iterations, Numeric, the log likelihood of the last iterations, the estimated Gamma_beta matrix with size 22, in the random effects model, the estimated Gamma_epsilon matrix with size 22, in the random effects model, the estimated 2*2 submatrix of the precision matrix.

Examples


FlagOnePairEta0(Y, X, Gamma_beta, Gamma_e)


[Package FLAG version 0.1 Index]