Compute covariance matrix for some reference-based methods (JR, CIR)
Source:R/strategies.R
compute_sigma.Rd
Adapt covariance matrix in reference-based methods. Used for Copy Increments in Reference (CIR) and Jump To Reference (JTR) methods, to adapt the covariance matrix to different pre-deviation and post deviation covariance structures. See Carpenter et al. (2013)
Arguments
- sigma_group
the covariance matrix with dimensions equal to
index_mar
for the subjects original group- sigma_ref
the covariance matrix with dimensions equal to
index_mar
for the subjects reference group- index_mar
A logical vector indicating which visits meet the MAR assumption for the subject. I.e. this identifies the observations that after a non-MAR intercurrent event (ICE).