XploRe Help : nmexpandmat

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library:	nummath
See also:	nmlevmarq

Quantlet:		nmexpandmat
Description:		expands the input matrix by zeros in places corresponding to fixed parameters

Usage:	`expmat = nmexpandmat(mat,fitfix{,npar,nfit})`
Input:
	`mat`	nfit x nfit matrix, matrix to be expanded
	`fitfix`	npar x 1 vector, indicator of fixed vs. fitted parameters in a model; fitfix[i] = 0 means that the ith parameter remains fixed in a model, fitfix[i] <> 0 means that the ith parameter was fitted for.
	`npar`	(optional) scalar, total number of parameters in a model; default npar = rows(fitfix)
	`nfit`	(optional) scalar, number of fitted parameters in a model; default nfit = sum(fitfix <> 0)
Output:
	`expmat`	npar x npar matrix, expanded matrix

Note:

This quantlet can help well with a bookkeeping in a model with a total of npar parameters, of which only nfit are to be fitted (the others remaining fixed at their input values). The covariance matrix of fitted parameters can be expanded to the full covariance matrix for all parameters by adding zeros to all positions (i.e., variances and covariances) corresponding to the fixed parameters.

Example:

library("nummath") mat = #(3,2)~#(2,4) fitfix = #(1,0,0,1,0) mat nmexpandmat(mat,fitfix)

Result:

Contents of mat
[1,]        3        2
[2,]        2        4

Contents of expmat
[1,]        3        0        0        2        0
[2,]        0        0        0        0        0
[3,]        0        0        0        0        0
[4,]        2        0        0        4        0
[5,]        0        0        0        0        0

Author: L. Cizkova, 20030402 license MD*Tech