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a/inst/delta_method.m | b/inst/delta_method.m | ||
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1 | ```
# Copyright (C) 2003,2004 Michael Creel <michael.creel@uab.es>
``` |
1 | ## Copyright (C) 2003, 2004 Michael Creel <michael.creel@uab.es> |

2 | # |
2 | ```
##
``` |

3 | # This program is free software; you can redistribute it and/or modify |
3 | ## This program is free software; you can redistribute it and/or modify it under |

4 | ```
# it under the terms of the GNU General Public License as published by
``` |
4 | ## the terms of the GNU General Public License as published by the Free Software |

5 | # the Free Software Foundation; either version 2 of the License, or |
5 | ## Foundation; either version 3 of the License, or (at your option) any later |

6 | # (at your option) any later version. |
6 | ## version. |

7 | # |
7 | ```
##
``` |

8 | # This program is distributed in the hope that it will be useful, |
8 | ## This program is distributed in the hope that it will be useful, but WITHOUT |

9 | ```
# but WITHOUT ANY WARRANTY; without even the implied warranty of
``` |
9 | ## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |

10 | # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
10 | ## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more |

11 | # GNU General Public License for more details. |
11 | ## details. |

12 | # |
12 | ```
##
``` |

13 | # You should have received a copy of the GNU General Public License |
13 | ## You should have received a copy of the GNU General Public License along with |

14 | # along with this program; If not, see <http://www.gnu.org/licenses/>. |
14 | ## this program; if not, see <http://www.gnu.org/licenses/>. |

15 | 15 | ||

16 | # Computes Delta method mean and covariance of a nonlinear |
16 | ```
## Computes Delta method mean and covariance of a nonlinear
``` |

17 | # transformation defined by "func" |
17 | ```
## transformation defined by "func"
``` |

18 | |||

18 | function [theta_transf, var_transf] = delta_method(func, theta, otherargs, vartheta) |
19 | function [theta_transf, var_transf] = delta_method(func, theta, otherargs, vartheta) |

19 | theta_transf = feval(func, theta, otherargs); |
20 | theta_transf = feval(func, theta, otherargs); |

20 | D = numgradient(func, {theta, otherargs}); |
21 | D = numgradient(func, {theta, otherargs}); |

21 | var_transf = D * vartheta * D'; |
22 | var_transf = D * vartheta * D'; |

22 | 23 |