Displaying 2 results from an estimated 2 matches for "vcor".
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2003 Feb 19
1
getting/storing the name of an object passed to a function
...<- subset(x, group==fac.levels[1])
x2 <- subset(x, group==fac.levels[2])
s1 <- cov(x1)
s2 <- cov(x2)
cor1 <- cor(x1)
cor2 <- cor(x2)
n1 <- nrow(x1)
n2 <- nrow(x2)
n.vars <- ncol(x)
V <- (1/(n1+n2-2))*(((n1-1)*s1)+((n2-1)*s2))
Vcor <- (1/(n1+n2-2))*(((n1-1)*cor1)+((n2-1)*cor2))
mu1 <- obj$means[1,]
mu2 <- obj$means[2,]
d2 <- mahalanobis(mu1, mu2, V)
d <- sqrt(d2)
t2 <- ((n1*n2)/(n1+n2)) * d2
F.stat <- ((n1 + n2 - ((n.vars)+1)) / ((n1 + n2 - 2) * (n.vars-1))) * t2
tmp <- list...
2002 Jan 15
1
acf conf intervals +speed
...-(t(d[(1+ii):nrow(d),]) %o% d[1:(nrow(d)-ii),]) /
nrow(d)
lam<-lam[1,,]
vd<-vd+kern[ii+1]*(lam+t(lam))
vd<-vd/nrow(d)
# Delta Method @
g<-matrix(0,3,1)
g[1]<-1/(sqrt(mb*mc)) # Grad wrt a @
g[2]<-(-0.5)*(cor/mb) # Grad wrt b @
g[3]<-(-0.5)*(cor/mc) # Grad wrt c @
vcor<-t(g)%*%vd%*%g
secor<-sqrt(vcor)
list(cor=cor,secor=secor)
}
acf2<-function(x,y=x,lagmax=(length(x)-10),m="ACF",mix=0){
L<-min(length(x),length(y))
cormat<-matrix(0,lagmax,1)
secormat<-matrix(0,lagmax,1)
x<-x[1:L]
y<-y[1:L]
c0<-initc(x,y)
cx0<...