zConditionalParameters {CTxCC} | R Documentation |
Conditional parameters for z, given x
Description
This function calculates and returns conditional parameters for z, given x are being already considered in the model
Usage
zConditionalParameters(mean0, R0, z, x.var, z.var)
Arguments
mean0 |
Mean vector for multivariate random vector under the null hypothesis. Dimensions: kx1 |
R0 |
Correlations matrix for multivariate random vector under the null hypothesis. Dimensions kxk |
z |
vector of random observation. Dimensions kx1 |
x.var |
Elements of z that are already considered in the model |
z.var |
element of z whose contribution to C_k|C_k-1,C_k-2,...,C_1 is going to be calculated |
Value
A list containing
muC |
conditional mean for z |
RC |
Conditional variance for z |
Author(s)
Dr. Burcu Aytaçoğlu (burcuaytacoglu@gmail.com) Dr. Diana Barraza-Barraza (diana.barraza@ujed.mx), Dr. Víctor G. Tercero-Gómez (victor.tercero@tec.mx), Dr. A. Eduardo Cordero-Franco (lalo.cordero@gmail.com),
References
Paper
Examples
k<-3
sigma0 = matrix(diag(rep(1,k)),ncol = k)
mu0 = matrix(c(0,0,0), ncol = 1)
Weights = diag(c(0.5, 0.25,0.25))
library(mvtnorm)
set.seed(1000)
X = matrix(ncol= 1, data = rmvnorm(n = 1, mean = mu0, sigma = sigma0))
Z = (X - mu0)/sqrt(as.numeric(diag(sigma0)))
Corr<-get.R(Sigma0 = sigma0)
zConditionalParameters(mean0 = mu0, R0 = Corr, z = Z, x.var = 1:2, z.var = 3)