jmcm (version 0.1.2.0)

mcd_estimation: Fit Joint Mean-Covariance Models based on MCD

Description

Fit joint mean-covariance models based on MCD.

Usage

mcd_estimation(m, Y, X, Z, W, start, trace = FALSE, profile = TRUE,
  errorMsg = FALSE)

Arguments

m

an integer vector of numbers of measurements for subject.

Y

a vector of responses for all subjects.

X

model matrix for the mean structure model.

Z

model matrix for the diagonal matrix.

W

model matrix for the lower triangular matrix.

start

starting values for the parameters in the model.

trace

the values of the objective function and the parameters are printed for all the trace'th iterations.

profile

whether parameters should be estimated sequentially using the idea of profile likelihood or not.

errorMsg

whether or not the error message should be print.

See Also

acd_estimation for joint mean covariance model fitting based on ACD, hpc_estimation for joint mean covariance model fitting based on HPC.