Note that this relies on the Hessian approximation returned by
numDeriv::hessian().
Usage
estimate_w_se(x, w, method.args = list())Arguments
- w
estimated error probability w
- method.args
see
numDeriv::grad()
Examples
x <- matrix(c(1000, 10, 2, 12, 100, 8, 1, 7, 200), nrow = 3)
x
#> [,1] [,2] [,3]
#> [1,] 1000 12 1
#> [2,] 10 100 7
#> [3,] 2 8 200
w <- estimate_w(x)
w
#> [1] 0.008154441
estimate_w_se(x, w)
#> [1] 0.001248947