Displaying 1 result from an estimated 1 matches for "kis1".
Did you mean:
kis
2012 Apr 23
0
linear model benchmarking
...ot;)
if (K>1) {
sum.cor <- 0
for (mc in 1:MC) {
x[,K,mc] <- x[,K-1,mc]+rnorm(N, sd=SD)
sum.cor <- sum.cor + cor(x[,K,mc], x[,K-1,mc], use="pair")
}
options(digit=10)
cat( " sd=", SD, "The bad corr= 1+", sum.cor/MC-1 )
} else {
ols$ols.xy.Kis1 <- function(y, x) {
ok <- (!is.na(y))&(!is.na(x))
y <- y[ok]; x <- x[ok]
b <- cov(y,x)/var(x)
c(mean(y) - b*mean(x), b)
}
}
cat("\n")
## make sure we do the NaN checks
x[1,1,1] <- NA
y[2,2] <- NA
options(digits=2)
time.factor.first <- first....