R/set.M.R In dmt: Dependency Modeling Toolkit

Defines functions set.M.full2set.M.fullset.Mset.M.isotropic

```# (C) 2008-2011 Leo Lahti and Olli-Pekka Huovilainen
# FreeBSD License (keep this notice)

# "Do not worry about your difficulties in Mathematics. I can assure you
# mine are still greater."
# - Albert Einstein

set.M.isotropic <- function (wtw, sigma.sq, dx) {

# (C) 2008-2011 Leo Lahti and Olli-Pekka Huovilainen
# FreeBSD License (keep this notice)

solve(wtw + diag(sigma.sq, dx, dx))

}

set.M <- function (W, phi) {

# (C) 2008-2011 Leo Lahti and Olli-Pekka Huovilainen
# FreeBSD License (keep this notice)

solve(t(W)%*%W/phi + diag(ncol(W)))

}

set.M.full <- function (W, phi.inv) {#

# (C) 2008-2011 Leo Lahti and Olli-Pekka Huovilainen
# FreeBSD License (keep this notice)     #

# for full marginal covariance
solve(t(W)%*%phi.inv%*%W + diag(ncol(W)))
}

set.M.full2 <- function (W, phi.inv) {

# (C) 2008-2011 Leo Lahti and Olli-Pekka Huovilainen
# FreeBSD License (keep this notice)

# modified from G in Bishop's book
# when phi\$total is block-diagonal, we can use sums of the two blocks

# This corresponds to
# M <- set.M.full(W\$total, phi.inv\$total) # for non-matched case
# but should be faster in general

# for full marginal covariance
solve(t(W\$X)%*%phi.inv\$X%*%W\$X + t(W\$Y)%*%phi.inv\$Y%*%W\$Y + diag(ncol(W\$X)))

}

```

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dmt documentation built on May 29, 2017, 11 a.m.