EM_parameter_sd {EMSNM} | R Documentation |
Estimating the parameters and their stand error through the sorted parameters estimated by bootstrap method.
EM_parameter_sd(EMsimulation_sort_alpha, EMsimulation_sort_eta, EMsimulation_sort_sigma)
EMsimulation_sort_alpha |
sorted alpha estimated by bootstrap method. |
EMsimulation_sort_eta |
sorted eta estimated by bootstrap method. |
EMsimulation_sort_sigma |
sorted sigma estimated by bootstrap method. |
sigma |
the estimation of sigma |
sigma_sd |
the estimation of standard error of sigma |
alpha |
the estimation of alpha |
alpha_sd |
the estimation of standard error of alpha |
eta |
the estimation of eta |
eta_sd |
the estimation of standard error of eta |
Linsui Deng
#parameter initialization etasize <- 2 classsize <- 2 alphasize <- 3 samplesize <- 100 expriments <- 30 etatest <- matrix(c(1,1, 0,0),etasize,classsize) alphatest <- matrix(c(1,0,2, 4,3,5),alphasize,classsize) sigmatest <- 0.5 EMsimulation_result <- EMsimulation(eta=etatest,alpha=alphatest,sigma=sigmatest, samplesize=samplesize,expriments=expriments, compact_flag=TRUE,C0=5,C1=0.5,C2=5) index <- which(EMsimulation_result$sigma<0.8) EMsimulation_result_sort <- EM_result_sort(EMsimulation_result$alpha[index,,], EMsimulation_result$eta[index,,]) #test of EM_parameter_sd EM_parameter <- EM_parameter_sd(EMsimulation_result_sort$alpha, EMsimulation_result_sort$eta, EMsimulation_result$sigma[index])