meleCov {drmdel} | R Documentation |
Estimate the covariance matrix of the maximum empirical likelihood estimator (MELE).
meleCov(drmfit)
drmfit |
a fitted DRM object (an output from the
|
The estimated covariance matrix of the MELE.
# Data generation set.seed(25) n_samples <- c(100, 200, 180, 150, 175) # sample sizes x0 <- rgamma(n_samples[1], shape=5, rate=1.8) x1 <- rgamma(n_samples[2], shape=12, rate=1.2) x2 <- rgamma(n_samples[3], shape=12, rate=1.2) x3 <- rgamma(n_samples[4], shape=18, rate=5) x4 <- rgamma(n_samples[5], shape=25, rate=2.6) x <- c(x0, x1, x2, x3, x4) # Fit a DRM with the basis function q(x) = (x, log(abs(x))), # which is the basis function for gamma family. This basis # function is the built-in basis function 6. drmfit <- drmdel(x=x, n_samples=n_samples, basis_func=6) # Check MELE drmfit$mele # Estimate the covariance matrix of the MELE meleCov(drmfit)