Description Usage Arguments Value Author(s) See Also
This function computes a regularized version of the covariance matrix of the predictors. Among the possible models the one which maximizes BIC is returned.
1 | msir.regularizedSigma(x, inv = FALSE, model = c("XII", "XXI", "XXX"))
|
x |
Ahe predictors data matrix. |
inv |
A logical specifying what must be returned. If |
model |
A character string specifying the available models:
|
A (p x p) covariance matrix estimate.
Luca Scrucca luca.scrucca@unipg.it
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