hess_sd2 {invivoPKfit} | R Documentation |
Inverse diagonal, method 2
Description
Get square root of diagonal of inverse matrix, second method
Usage
hess_sd2(m)
Arguments
m |
A square numeric matrix, |
Details
Following the procedure outlined in Gill & King (2004): Calculate generalized inverse of a matrix 'm' using [MASS::ginv()]. Then perform a generalized Cholesky factorization of the generalized inverse using [Matrix::Cholesky()] with 'perm = TRUE'. Reconstruct the generalized inverse as
\left(m^{-1} + E\right) = P_1^{\prime} L L^{\prime} P_1
This should ensure positive semi-definiteness of the reconstruction.
Then, take the diagonal of \left(m^{-1} + E \right)
, and take the square root.
Value
A numeric vector of length n
.
Author(s)
Caroline Ring
References
Gill J, King G. (2004) What to Do When Your Hessian is Not Invertible: Alternatives to Model Respecification in Nonlinear Estimation. Sociological Methods & Research 33(1):54-87. DOI: 10.1177/0049124103262681