computeR: A function computing the incompatibility index for sequences...

In MCARtest: Optimal Nonparametric Testing of Missing Completely at Random

A function computing the incompatibility index for sequences of correlation matrices

Description

A function solving a SDP problem to compute the incompatibility index R() for a sequence of correlation matrices, as defined in \insertCiteBB2024;textualMCARtest. Writes the SDP problem in standard primal form, and uses csdp to solve this.

Usage

computeR(patterns = list(), SigmaS = list())

Arguments

patterns	A vector with all the patterns in \mathbb{S}
SigmaS	The sequence of correlation matrices \Sigma_\mathbb{S}

Value

The value of R(), in the interval [0,1].

The optimal X_\mathbb{S} for the primal problem.

The sequence of matrices X_\mathbb{S}^{0} as defined in \insertCiteBB2024;textualMCARtest.

The optimal \Sigma for the dual problem.

The sequence of correlation matrices \Sigma_\mathbb{S} in input.

References

\insertRef

BB2024MCARtest

Examples

d = 3

SigmaS=list() #Random 2x2 correlation matrices (necessarily consistent)
for(j in 1:d){
x=runif(2,min=-1,max=1); y=runif(2,min=-1,max=1)
SigmaS[[j]]=cov2cor(x%*%t(x) + y%*%t(y))
}

result = computeR(list(c(1,2),c(2,3), c(1,3)), SigmaS = SigmaS)
result$R

MCARtest documentation built on Oct. 29, 2024, 5:08 p.m.