FLAG (version 0.1)

FlagOnePairEta0: 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
)

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.

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.

Examples

# \donttest{
FlagOnePairEta0(Y, X, Gamma_beta, Gamma_e)
# }