mysort
(Package: mvnmle) :
Sort a multivariate data matrix according to patterns of missingness.
mysort sorts a multivariate data matrix so that records with identical patterns of missingness are adjacent to one another. mysort is a private function used inside of mlest.
● Data Source:
CranContrib
● Keywords: multivariate
● Alias: mysort
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mlest
(Package: mvnmle) :
ML Estimation of Multivariate Normal Data
Finds the maximum likelihood estimates of the mean vector and variance-covariance matrix for multivariate normal data with (potentially) missing values.
● Data Source:
CranContrib
● Keywords: multivariate
● Alias: mlest
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make.del
(Package: mvnmle) :
Make the upper triangular matrix del from a parameter vector
make.del takes a parameter vector of length k*(k+1)/2 and returns the upper triangular k \times k matrix Δ. make.del is a private function intended for use inside mlest.
● Data Source:
CranContrib
● Keywords: algebra
● Alias: make.del
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getstartvals
(Package: mvnmle) :
Obtain starting values for maximum likelihood estimation.
Calculates the starting values to be passed to nlm for minimization of the negative log-likelihood for multivariate normal data with missing values. This function is private to mlest.
● Data Source:
CranContrib
● Keywords: multivariate
● Alias: getstartvals
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getclf
(Package: mvnmle) :
Create likelihood function for multivariate data with missing values.
getclf returns a function proportional to twice the negative log likelihood function for multivariate normal data with missing values. This is a private function used in mlest.
● Data Source:
CranContrib
● Keywords: multivariate
● Alias: getclf
●
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