decomposeA {CTxCC} | R Documentation |
Calculation and decomposition of matrix A
Description
Decomposition of matrix A, required in Proposition 4.3. Decomoposition given by equation 41
Usage
decomposeA(W, R, x.var, z.var)
Arguments
W |
diagonal matrix containing the corresponding weigth for each monitored variable. Dimensions kxk |
R |
correlation matrix for monitores variables, kxk |
x.var |
vector indicating variables already present in the model. length: k-1. |
z.var |
scalar indicating variables to be included. |
Details
Note that length(z.var) + length(x.var) = k
Value
Returns decomposition of matrix A according to Equation 41 in paper.
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<-6 # variables
B<-matrix(runif(n = k*k),ncol= k)### creating random matrix for sigma0
sigma0 <- B%*%t(B)
R<-get.R(sigma0)
Weights = diag(rep(1/k,k))
decomposeA(W = Weights, R = R, x.var = 1:5, z.var = 6)
[Package CTxCC version 0.2.0 Index]