Displaying 4 results from an estimated 4 matches for "rxz".
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2009 May 11
0
Partial correlation function required
...omit(data)
}
- Ignored:
# recursive formula
if(dim(z)[2] == 1){
tdata <- na.omit(data.frame(data[,1],data[,2]))
rxy <- cor(tdata[,1],tdata[,2],m=method)
tdata <- na.omit(data.frame(data[,1],data[,-c(1,2)]))
rxz <- cor(tdata[,1],tdata[,2],m=method)
tdata <- na.omit(data.frame(data[,2],data[,-c(1,2)]))
ryz <- cor(tdata[,1],tdata[,2],m=method)
rxy.z <- (rxy - rxz*ryz)/( sqrt(1-rxz^2)*sqrt(1-ryz^2) )
return(rxy.z)
}else{...
2009 Jul 13
0
testing equality of two dependent correlations + normality issue
...stion. I would
like to test equality of two correlation coefficients in a setting with
three variables X,Y,Z, i.e. equality of r(X,Y) and r(Z,Y). I have found a
formula to transform the "2 dependent correlations difference" to
t-distribution with N-3 df:
t = (rxy - rzy)* SQRT[{(n - 3)(1 + rxz)}/ {2(1 - rxy^2 - rxz^2 - rzy^2 +
2rxy*rxz*rzy)}]
(Blalock, H., 1972. Social Statistics. NY: McGraw-Hill. Page 406-7). Am
actually not sure whether this is exact or approximate (even given normality
assumption, the Fisher's Z-transform which this is - I assume - based on, is
approximate, right?...
2011 Jul 20
0
The C function getQ0 returns a non-positive covariance matrix and causes errors in arima()
...- ttheta[C[B]]
SX <- A2%*%SU%*%t(A2)
## Now, compute correlation matrix between X and Z
C1 <- matrix(0,q,q)
F <- row(C1)-col(C1)+1
E <- (F>=1) & (F<=p+1)
C1[E] <- tphi[F[E]]
g <- matrix(0,q,1)
if (q) g[1:q,1] <- ttheta[1:q]
rXZ <- forwardsolve(C1,g)
SXZ <- matrix(0, p, q+1)
F <- col(SXZ)-row(SXZ)
E <- F>=1
SXZ[E] <- rXZ[F[E]]
S <- rbind(cbind(SX,SXZ),cbind(t(SXZ),diag(q+1)))
}
Q0 <- A%*%S%*%t(A)
}
The second way is to resolve brutally the equation of Gardner et al....
2009 Jul 23
1
[PATCH server] changes required for fedora rawhide inclusion.
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