EstimateCovarianceMatrix: EstimateCovarianceMatrix
In RZigZag: Zig-Zag Sampler
Description
Usage
Arguments
Value
Description
Estimates the covariance matrix of a piecewise deterministic skeleton
Usage
1
2
EstimateCovarianceMatrix(skeletonList, coordinate = -1L,
zeroMeans = FALSE)
Arguments
skeletonList
a piecewise deterministic skeleton (consisting of Times, Points and Velocities) returned by a sampler
coordinate
if specified, only estimate the variance of the specified coordinate, otherwise estimate the covariance matrix of all coordinates
zeroMeans
if TRUE do not estimate means but assume a centered distribution
Value
Returns a list containing the estimated moment
RZigZag documentation built on July 20, 2019, 9:03 a.m.
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Description Usage Arguments Value
Description
Estimates the covariance matrix of a piecewise deterministic skeleton
Usage
1 2 | EstimateCovarianceMatrix(skeletonList, coordinate = -1L,
zeroMeans = FALSE)
|
Arguments
skeletonList |
a piecewise deterministic skeleton (consisting of Times, Points and Velocities) returned by a sampler |
coordinate |
if specified, only estimate the variance of the specified coordinate, otherwise estimate the covariance matrix of all coordinates |
zeroMeans |
if TRUE do not estimate means but assume a centered distribution |
Value
Returns a list containing the estimated moment
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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