Numeric Delta Method approximation for the variance-covariance matrix
Computes delta method variance-covariance matrix of results of any generic function fct that computes a vector of estimates as a function of a set of estimated parameters par.
DeltaMethod(par, fct, vcov, delta, ...)
par |
vector of parameter values at which estimates should be constructed |
fct |
function that constructs estimates from parameters |
vcov |
variance-covariance matrix of the parameters |
delta |
proportional change in parameters used to numerically estimate first derivative with central-difference formula |
... |
any additional arguments needed by |
The delta method (aka propagation of errors is based on Taylor series approximation - see Seber's book on Estimation of Animal Abundance). It uses the first derivative of fct with respect to par which is computed in this function numerically using the central-difference formula. It also uses the variance-covariance matrix of the estimated parameters which is derived in estimating the parameters and is an input argument.
The first argument of fct should be par which is a vector of parameter estimates. It should return a single value (or vector) of estimate(s). The remaining arguments of fct if any can be passed to fct by including them at the end of the call to DeltaMethod as name=value pairs.
a list with values
variance |
estimated variance-covariance matrix of estimates derived by |
partial |
matrix (or vector) of partial derivatives of |
This is a generic function that can be used in any setting beyond the mrds package. However this is an internal function for mrds and the user does not need to call it explicitly.
Jeff Laake
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