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riskRegression (version 2020.02.05)

transformIID: Compute Influence Functions after Transformation

Description

Compute influence functions after transformation based on the influence function before transformation.

Usage

transformIID(estimate, iid, type)

Arguments

estimate

[numeric matrix] the estimate value before transformation.

iid

[numeric array] the standard error before transformation.

type

[character] the transforamtion. Can be "log", "loglog", "cloglog", or "atanh" (Fisher transform).

Details

Use a delta method to find the standard error after transformation.

The iid decomposition must contain have dimension [n.prediction,time,n.obs] and estimate [n.prediction,time].