This function computes the diagonal matrix of the sample variance-covariance matrix.
D.hat(input, beta = NULL, t = NULL, hp = NULL, m.avg = NULL, mi.mat = NULL)
Can either be the variance-covariance matrix obtained from the function Sigma.hat, or the data frame.
The coefficient vector. Only needs to be supplied when the
argument for input
is the data frame.
The time point of interest. Only needs to be supplied when the
argument for input
is the data frame.
List of hyperparameters. Only needs to be supplied when the
argument for input
is the data frame.
See documentation of Sigma.hat
. Only needs to be supplied
when the argument for input
is the data frama.
See documentation of Sigma.hat
. Only needs to be supplied
when the argument for input
is the data frama.