search for: sigmazz

Displaying 2 results from an estimated 2 matches for "sigmazz".

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))} 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, but got the same Error messa...
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))} 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, but got the same Error messa...