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)))
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