varjmcm (version 0.1.1)

covjmcm_acd: Calculate the estimation of the covariance of estimated parameters in a ACD model, via the explicit formula.

Description

covjmcm_acd calculates the estimation of the covariance of estimated parameters in a ACD model using the explicit formula, which is the inverse of the estimated Fisher's information matrix.

Usage

covjmcm_acd(object)

Arguments

object

a fitted joint mean-covariance model of class "jmcmMod", returned by the function jmcm.

Value

an estimated covariance matrix of the estimated parameters in a ACD model.

References

[1] M. Maadooliat, M. Pourahmadi and J. Z. Huang, "Robust estimation of the correlation matrix of longitudinal data", Statistics and Computing 23, 17-28, (2013).

See Also

covjmcm, covjmcm_mcd, and covjmcm_hpc

Examples

# NOT RUN {
##This may take more than 5s.
# }
# NOT RUN {
cattleA <- cattle[cattle$group=='A', ]
fit.acd <- jmcm(weight|id|I(ceiling(day/14+1))~1|1,
               data = cattleA, cov.method = "acd",
               triple = c(8,3,4))
cov.acd <- covjmcm_acd(fit.acd)
# }