estVarMRME_Godambe function

Variance matrix of estimators from moving-resting process with measurement error

'estVarMRME_Godambe' uses Godambe information matrix to obtain variance matrix of estimators from 'fitMRME'. 'estVarMRME_pBootstrap' uses parametric bootstrap to obtain variance matrix of estimators from 'fitMRME'. 'estVarMRMEnaive_Godambe' use Godambe information matrix to obtain variance matrix of estimators from 'fitMRME_naive'. 'estVarMRMEnaive_pBootstrap' uses parametric bootstrap to obtain variance matrix of estimators from 'fitMRME_naive'.

estVarMRME_Godambe(
  est_theta,
  data,
  nBS,
  numThreads = 1,
  gradMethod = "simple",
  integrControl = integr.control()
)

estVarMRME_pBootstrap(
  est_theta,
  data,
  nBS,
  detailBS = FALSE,
  numThreads = 1,
  integrControl = integr.control()
)

estVarMRMEnaive_Godambe(
  est_theta,
  data,
  nBS,
  numThreads = 1,
  gradMethod = "simple",
  integrControl = integr.control()
)

estVarMRMEnaive_pBootstrap(
  est_theta,
  data,
  nBS,
  detailBS = FALSE,
  numThreads = 1,
  integrControl = integr.control()
)

Arguments

• est_theta: estimators of MRME model

• data: data used to process estimation

• nBS: number of bootstrap.

• numThreads: the number of threads for parallel computation. If its value is greater than 1, then parallel computation will be processed. Otherwise, serial computation will be processed.

• gradMethod: method used for numeric gradient (numDeriv::grad).

• integrControl: a list of control parameters for the integrate

  function: rel.tol, abs.tol, subdivision.

• detailBS: whether or not output estimation results during bootstrap, which can be used to generate bootstrap CI.

Returns

variance-covariance matrix of estimators

Examples

## Not run:

## time consuming example
tgrid <- seq(0, 10*100, length=100)
set.seed(123)
dat <- rMRME(tgrid, 1, 0.5, 1, 0.01, "m")

estVarMRME_Godambe(c(1, 0.5, 1, 0.01), dat, nBS = 10)
estVarMRME_pBootstrap(c(1, 0.5, 1, 0.01), dat, nBS = 10)
estVarMRMEnaive_Godambe(c(1, 0.5, 1, 0.01), dat, nBS = 10)
estVarMRMEnaive_pBootstrap(c(1, 0.5, 1, 0.01), dat, nBS = 10)

estVarMRME_Godambe(c(1, 0.5, 1, 0.01), dat, nBS = 10, numThreads = 6)
estVarMRME_pBootstrap(c(1, 0.5, 1, 0.01), dat, nBS = 10, numThreads = 6)
estVarMRMEnaive_Godambe(c(1, 0.5, 1, 0.01), dat, nBS = 10, numThreads = 6)
estVarMRMEnaive_pBootstrap(c(1, 0.5, 1, 0.01), dat, nBS = 10, numThreads = 6)
estVarMRMEnaive_pBootstrap(c(1, 0.5, 1, 0.01), dat, nBS = 10, numThreads = 6)
## End(Not run)

Author(s)

Chaoran Hu