invmatgen

Primary matrix for the sum decomposition of $G+H$

Secondary matrix for the sum decomposition of $G+H$

Auxiliary matrices that sum up to H

listE

Compute the variance-covariance matrix of the incomplete score vector involved in Louis' identity for the observed information matrix

stats

For ordinal rating data, consider the accelerated Expectation-Maximization algorithm to estimate and test models within the family of CUB models (where CUB stands for Combination of a discrete Uniform and a shifted Binomial distributions). The procedure is built upon Louis' identity for the observed information matrix. Best-subset variable selection for CUB regression models is then implemented on such basis. The methods here implemented are illustrated and discussed in the preprint available from Researchgate by Simone R. (2020) <https://tinyurl.com/vvk563e>.

Rosaria Simone

FastCUB

Fast EM and Best-Subset Selection for CUB Models for Rating Data

invmatgen function

<dl><dt>G</dt>
<dd>Primary matrix for the sum decomposition of $G+H$</dd>
<dt>H</dt>
<dd>Secondary matrix for the sum decomposition of $G+H$</dd>
<dt>listE</dt>
<dd>Auxiliary matrices that sum up to H</dd></dl>

Arguments

Recursive computation of the inverse of a matrix — invmatgen

<dl>

<dt>G</dt>
<dd>Primary matrix for the sum decomposition of $G+H$</dd>


<dt>H</dt>
<dd>Secondary matrix for the sum decomposition of $G+H$</dd>


<dt>listE</dt>
<dd>Auxiliary matrices that sum up to H</dd>

</dl>

invmatgen: Recursive computation of the inverse of a matrix

Description

Usage

Value

Arguments

References

See Also