RegSDCipso | R Documentation |
Implementation of equation 4 in the paper.
RegSDCipso(y, x = NULL, ensureIntercept = TRUE)
y |
Matrix of confidential variables |
x |
Matrix of non-confidential variables |
ensureIntercept |
Whether to ensure/include a constant term. Non-NULL x is subjected to |
Input matrices are subjected to EnsureMatrix
.
Generated version of y
Øyvind Langsrud
x <- matrix(1:5, 5, 1)
y <- matrix(rnorm(15) + 1:15, 5, 3)
ySynth <- RegSDCipso(y, x)
# Identical regression results
summary(lm(y[, 1] ~ x))
summary(lm(ySynth[, 1] ~ x))
# Identical covariance matrices
cov(y) - cov(ySynth)
cov(residuals(lm(y ~ x))) - cov(residuals(lm(ySynth ~ x)))
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.