h_var_adj {mmrm}R Documentation

Obtain the Adjusted Covariance Matrix

Description

Obtains the Kenward-Roger adjusted covariance matrix for the coefficient estimates. Used in mmrm() fitting if method is "Kenward-Roger" or "Kenward-Roger-Linear".

Usage

h_var_adj(v, w, p, q, r, linear = FALSE)

Arguments

v

(matrix)
unadjusted covariance matrix.

w

(matrix)
hessian matrix.

p

(matrix)
P matrix from h_get_kr_comp().

q

(matrix)
Q matrix from h_get_kr_comp().

r

(matrix)
R matrix from h_get_kr_comp().

linear

(flag)
whether to use linear Kenward-Roger approximation.

Value

The matrix of adjusted covariance matrix.


[Package mmrm version 0.3.15 Index]