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fastFMM (version 0.3.0)

G_estimate: Estimate covariance of random components G(s1, s2)

Description

Estimates the covariance matrix G for random intercepts that occurs at Step 3 of the FUI method. Applies when `G_generate` cannot provide an analytic solution.

Usage

G_estimate(
  data,
  L,
  out_index,
  data_cov,
  ztlist,
  designmat,
  betaHat,
  HHat,
  RE_table,
  non_neg = 1,
  MoM = 2,
  silent = TRUE
)

Value

An estimation of the G matrix

Arguments

data

A data frame containing all variables in formula

L

Number of columns of outcome variables

out_index

Indices that contain the outcome variables

data_cov

(unsure) A matrix of covariance of the data

ztlist

A list of the design matrices corresponding to random effects

designmat

Design matrix of the linear models

betaHat

Estimated functional fixed effects

HHat

(unsure)

RE_table

(unsure) A data frame containing point estimates of random effects

non_neg

(unsure)

MoM

Controls method of moments estimator

silent

Whether to print the step description during calculations. Defaults to `TRUE`.

Details

A helper function for `fui`.