likF.cmprsk.Cholesky {depCensoring} | R Documentation |
Wrapper implementing likelihood function using Cholesky factorization.
Description
This function parametrizes the covariance matrix using its Cholesky decomposition, so that optimization of the likelihood can be done based on this parametrization, and positive-definiteness of the covariance matrix is guaranteed at each step of the optimization algorithm.
Usage
likF.cmprsk.Cholesky(par.chol, data, admin, conf, cf, eps = 0.001)
Arguments
par.chol |
Vector of all second step model parameters, consisting of the regression parameters, Cholesky decomposition of the variance-covariance matrix elements and transformation parameters. |
data |
Data frame resulting from the 'uniformize.data.R' function. |
admin |
Boolean value indicating whether the data contains administrative censoring. |
conf |
Boolean value indicating whether the data contains confounding and hence indicating the presence of Z and W. |
cf |
"Control function" to be used. This can either be the (i) estimated
control function, (ii) the true control function, (iii) the instrumental
variable, or (iv) nothing ( |
eps |
Minimum value for the diagonal elements in the covariance matrix.
Default is |
Value
Log-likelihood evaluation of the second step.