wsMed (version 1.0.2)

ThetaHatStarWrapper: Monte Carlo Sampling for Parameter Estimates

Description

Generates Monte Carlo samples for parameter estimates using a covariance matrix and a location vector. This function is a wrapper for the internal .ThetaHatStar() function from the semmcci package.

Usage

ThetaHatStarWrapper(
  R = 20000L,
  scale,
  location,
  decomposition = "eigen",
  pd = TRUE,
  tol = 1e-06
)

Value

A list containing:

• thetahatstar: A matrix of simulated parameter estimates with dimensions R x length(location).

• decomposition: The decomposition method used.

Arguments

R

Integer. Number of Monte Carlo samples to generate.

scale

Numeric matrix. The covariance matrix of the parameter estimates.

location

Numeric vector. The mean (or location) of the parameter estimates.

decomposition

Character. Decomposition method for the covariance matrix. Options: "chol" (Cholesky), "eigen" (eigenvalue decomposition), "svd" (singular value decomposition). Default is "eigen".

pd

Logical. Ensure positive definiteness of the covariance matrix. Default is TRUE.

tol

Numeric. Tolerance for positive definiteness checks. Default is 1e-06.

See Also

MCMI2(), RunMCMIAnalysis()