invert_exchangeable_matrix: Invert an exchangeable matrix
In netregR: Regression of Network Responses

Description Usage Arguments Details Value References See Also Examples

Invert an exchangeable matrix

1	invert_exchangeable_matrix(n, phi, directed = TRUE)

`n`	Number of actors in the network, scalar numeric.
`phi`	Appropriate-length vector of parameters, must be length 5 or 6 for directed=`TRUE` or length 2 or 3 for directed=`FALSE`.
`directed`	Optional logical indicator of whether input data is for a directed network, default is `TRUE`. Undirected data format is lower triangle of adjacencey matrix.

This function inverts a covariance matrix of the exchangeable class in a manner much faster than the direct inverse, and the computational cost does not scale with n. See Marrs et. al. (2017). This approach will only work for complete networks.

out

Parameters of inverted matrix of exchangeable class.

Marrs, F. W., Fosdick, B. K., & McCormick, T. H., (2017). Standard errors for regression on relational data with exchangeable errors. arXiv preprint arXiv:1701.05530.

rphi, build_exchangeable_matrix

n <- 10
phi <- rphi(n, seed=1)
p <- invert_exchangeable_matrix(n, phi)
I1 <- build_exchangeable_matrix(n, phi) %*% build_exchangeable_matrix(n, p)
range(I1 -  diag(n*(n-1)))   # it works