h_get_empirical {mmrm}R Documentation

Obtain Empirical/Jackknife/Bias-Reduced Covariance

Description

Obtain the empirical or Jackknife covariance for \beta. Used in mmrm fitting if method is "Empirical", "Empirical-Jackknife" or "Empirical-Bias-Reduced".

Usage

h_get_empirical(tmb_data, theta, beta, beta_vcov, type)

Arguments

tmb_data

(mmrm_tmb_data)
produced by h_mmrm_tmb_data().

theta

(numeric)
theta estimate.

beta

(numeric)
beta estimate.

beta_vcov

(matrix)
covariance of beta estimate.

type

(string)
type of empirical method, including "Empirical", "Empirical-Jackknife" and "Empirical-Bias-Reduced".

Value

Named list with elements:

Note

This function used to return df_mat, which was equivalent to crossproduct(g_mat). However, executing the cross product in C++ was a costly matrix multiplication, in particular when the number of coefficients and/or the number of subjects was large. Therefore this is now avoided and g_mat is returned instead.


[Package mmrm version 0.3.15 Index]