Learn R Programming

depCensoring (version 0.1.7)

dm.bar: Vector of sample average of each moment function \((\bar{m}_n(\theta))\).

Description

This function computes the matrix containing the sample average of the partial derivatives of the moment functions.

Usage

dm.bar(data, beta, t, hp, dmi.tens = NULL)

Value

A matrix containing the sample average of the partial derivatives of the moment functions. Each row corresponds to a moment function, each column corresponds to a coefficient.

Arguments

data

Data frame.

beta

Vector of coefficients.

t

Time point at which to compute the derivative 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 hyperparameters.

dmi.tens

Tensor of derivative moment function evaluations. Can be used to avoid some computation. Default is dmi.tens = NULL.