View source: R/estimateWhiteningMatrix.R
estimateWhiteningMatrix | R Documentation |
This function estimates the Whitening matrix to be used in BSL with Warton's shrinkage and Whitening (“wBSL” method of \insertCitePriddle2019;textualBSL). The Whitening transformation and decorrelation methods are detailed in \insertCiteKessy2018;textualBSL.
estimateWhiteningMatrix( n, model, method = c("PCA", "ZCA", "Cholesky", "ZCA-cor", "PCA-cor"), thetaPoint = NULL, parallel = FALSE, parallelArgs = NULL )
n |
The number of model simulations to estimate the Whitening matrix. |
model |
A “MODEL” object generated with function
|
method |
The type of Whitening method to be used. The default is “PCA”. |
thetaPoint |
A point estimate of the parameter value with non-negligible posterior support. |
parallel |
A logical value indicating whether parallel computing should
be used for simulation and summary statistic evaluation. The default is
|
parallelArgs |
A list of additional arguments to pass into the
|
The estimated Whitening matrix.
## Not run: data(ma2) model <- newModel(fnSim = ma2_sim, fnSum = ma2_sum, simArgs = ma2$sim_args, theta0 = ma2$start) W <- estimateWhiteningMatrix(20000, model, method = "PCA", thetaPoint = c(0.6, 0.2)) ## End(Not run)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.