View source: R/NNCTFunctions.R
covNrow2col | R Documentation |
Converts the k^2 \times k^2
covariance matrix
of row-wise vectorized cell counts N_{ij}
for i,j=1,\ldots,k
in the NNCT, ct
to the covariance matrix
of column-wise vectorized cell counts.
In the output, the covariance matrix entries are cov(N_{ij},N_{kl})
when N_{ij}
values are
corresponding to the column-wise vectorization of ct
.
These covariances are valid under RL or
conditional on Q
and R
under CSR.
See also (\insertCitedixon:1994,dixon:NNCTEco2002,ceyhan:eest-2010,ceyhan:jkss-posthoc-2017;textualnnspat).
covNrow2col(covN)
covN |
The |
The k^2 \times k^2
covariance matrix of column-wise
vectorized cell counts N_{ij}
for
i,j=1,\ldots,k
in the NNCT, ct
.
Elvan Ceyhan
cov.nnct
n<-20 #or try sample(1:20,1)
Y<-matrix(runif(3*n),ncol=3)
ipd<-ipd.mat(Y)
cls<-sample(1:2,n,replace = TRUE) #or try cls<-rep(1:2,c(10,10))
ct<-nnct(ipd,cls)
W<-Wmat(ipd)
Qv<-Qvec(W)$q
Rv<-Rval(W)
varN<-var.nnct(ct,Qv,Rv)
covNrow<-cov.nnct(ct,varN,Qv,Rv)
covNcol1<-cov.nnct(ct,varN,Qv,Rv,byrow=FALSE)
covNcol2<-covNrow2col(covNrow)
covNrow
covNcol1
covNcol2
all.equal(covNcol1,covNcol2)
#############
n<-40
Y<-matrix(runif(3*n),ncol=3)
ipd<-ipd.mat(Y)
cls<-sample(1:4,n,replace = TRUE) #or try cls<-rep(1:2,c(10,10))
ct<-nnct(ipd,cls)
W<-Wmat(ipd)
Qv<-Qvec(W)$q
Rv<-Rval(W)
varN<-var.nnct(ct,Qv,Rv)
covNrow<-cov.nnct(ct,varN,Qv,Rv)
covNcol1<-cov.nnct(ct,varN,Qv,Rv,byrow=FALSE)
covNcol2<-covNrow2col(covNrow)
covNrow
covNcol1
covNcol2
all.equal(covNcol1,covNcol2)
#1D data points
n<-20 #or try sample(1:20,1)
X<-as.matrix(runif(n))# need to be entered as a matrix with one column
#(i.e., a column vector), hence X<-runif(n) would not work
ipd<-ipd.mat(X)
cls<-sample(1:2,n,replace = TRUE) #or try cls<-rep(1:2,c(10,10))
ct<-nnct(ipd,cls)
W<-Wmat(ipd)
Qv<-Qvec(W)$q
Rv<-Rval(W)
varN<-var.nnct(ct,Qv,Rv)
Qv<-Qvec(W)$q
Rv<-Rval(W)
varN<-var.nnct(ct,Qv,Rv)
cov.nnct(ct,varN,Qv,Rv)
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