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depCensoring (version 0.1.7)

dD.hat: Obtain the matrix of partial derivatives of the sample variances.

Description

This function computes the matrix of sample derivatives of the sample variances.

Usage

dD.hat(
  data,
  beta,
  t,
  hp,
  mi.mat = NULL,
  m.avg = NULL,
  dm.avg = NULL,
  dmi.tens = NULL
)

Value

A matrix containing the partial derivatives of the variances of the moment functions. Each row corresponds to a moment function, each column corresponds to a covariate.

Arguments

data

Data frame.

beta

Vector of coefficients.

t

Time point at which to evaluate the (derivatives of) the moment functions. Also allowed to be a vector of time points (used in estimating the model under assumed time- independent coefficients).

hp

List of hyperparamerers.

mi.mat

A precomputed matrix of moment function evaluations at each observation. If supplied, some computations can be skipped. Default is mi.mat = NULL.

m.avg

A precomputed vector of the sample average of the moment functions. If not supplied, this vector is computed. Default is m.avg = NULL.

dm.avg

Matrix of precomputed sample averages of the derivatives of the moment functions. Default is dm.avg = NULL.

dmi.tens

3D tensor of precomputed evaluations of the derivatives of the moment functions. Default is dmi.tens = NULL.