FLAG (version 0.1)

FlagOnePair: FLAG for one pair of random variables, using random effects model. This is a repeated function for FLAG.

Description

FLAG for one pair of random variables, using random effects model. This is a repeated function for FLAG.

Usage

FlagOnePair(
  Y,
  X,
  Gamma_beta = NULL,
  Gamma_e = NULL,
  infer = "llr",
  fix.eta = FALSE,
  eps = 1e-07,
  max.iter = 5000,
  crit.loglik = 1e-04
)

Value

List, the list of log likelihood during 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, the covariance matrix, which is the inverse of the Fisher information matrix, inferred by the Wald test, the estimated off-diagonal element eta in the matrix Gamma_epsilon, the standard error of eta, the p-value of eta, the estimated partial correlation rho, the standard error of rho, the p-value of rho.

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.

infer

Character, option of different tests of inference where 'llr' for likelihood ratio test and 'wald' for Wald test based on Fisher Information Matrix.

fix.eta

Logical, whether to fix eta, default to be FALSE.

eps

Numeric, a small term to avoid numerical problems, default to be 1e-7.

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.

Examples

# \donttest{
FlagOnePair(Y, X)
# }