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#' R-Squared as a Function
#' of the Covariance Matrix
#'
#' @author Ivan Jacob Agaloos Pesigan
#'
#' @param sigmacap Numeric matrix.
#' Covariance matrix of
#' \eqn{\left\{ Y, X_{1}, \dots, X_{p} \right\}^{\prime}}.
#' @param k Positive integer.
#' `p` regressors plus 1.
#'
#' @family R-squared Functions
#' @keywords strRegression rsq internal
#' @noRd
.RSqofSigma <- function(sigmacap,
k) {
return(
1 - (
det(sigmacap) / det(
sigmacap[
2:k,
2:k,
drop = FALSE
]
)
) / sigmacap[1, 1]
)
}
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