search for: sigmayy

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2008 Sep 21
1
Calculating interval for conditional/unconditional correlation matrix
...5,0.6,0.5,0.5,0.5,1.0,x,0.8,0.6,x,1.0),ncol=4,byrow=T))} matrix<- function(x){(matrix(c(1.0,0.2,0.5,0.8,0.2,1.0,0.5,0.6,0.5,0.5,0.5,1.0,x,0.8,0.6,x,1.0),ncol=4,byrow=T))} conditional<-function(x,varcov){ varcov<-matrix(x) sigmaxx<-varcov[3,3] sigmaxz<-varcov[3,1:2] sigmayy<-varcov[4,4] sigmayz<-varcov[4,1:2] sigmazx<-varcov[1:2,3] sigmazy<-varcov[1:2,4] sigmazz<-varcov[1:2,1:2] (x-sigmaxz%*%solve(sigmaZZ)%*%sigmazy)/sqrt((sigmaxx-sigmaxz%*%solve(sigmaZZ)%*%sigmazx)*(sigmayy-sigmayz%*%solve(sigmaZZ)%*%sigmazy))} interval<-uniroot...
2008 Sep 22
1
R-help Digest, Vol 67, Issue 23
...5,0.6,0.5,0.5,0.5,1.0,x,0.8,0.6,x,1.0),ncol=4,byrow=T))} matrix<- function(x){(matrix(c(1.0,0.2,0.5,0.8,0.2,1.0,0.5,0.6,0.5,0.5,0.5,1.0,x,0.8,0.6,x,1.0),ncol=4,byrow=T))} conditional<-function(x,varcov){ varcov<-matrix(x) sigmaxx<-varcov[3,3] sigmaxz<-varcov[3,1:2] sigmayy<-varcov[4,4] sigmayz<-varcov[4,1:2] sigmazx<-varcov[1:2,3] sigmazy<-varcov[1:2,4] sigmazz<-varcov[1:2,1:2] (x-sigmaxz%*%solve(sigmaZZ)%*%sigmazy)/sqrt((sigmaxx-sigmaxz%*%solve(sigmaZZ)%*%sigmazx)*(sigmayy-sigmayz%*%solve(sigmaZZ)%*%sigmazy))} interval<-uniroot...