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sigmay
2008 Sep 21
1
Calculating interval for conditional/unconditional correlation matrix
...x(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(determinant,lower = min(c(0,1)), upper = max(c(0,1)))
I tried also with the code below...
2008 Sep 22
1
R-help Digest, Vol 67, Issue 23
...x(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(determinant,lower = min(c(0,1)), upper = max(c(0,1)))
I tried also with the code below...