getparam.norm: Extract normal parameters from packed storage

View source: R/norm.R

getparam.normR Documentation

Extract normal parameters from packed storage

Description

Takes a parameter vector, such as one produced by em.norm or da.norm, and returns a list of parameters on the original scale.

Usage

getparam.norm(s, theta, corr=FALSE)

Arguments

s

summary list of an incomplete normal data matrix created by the function prelim.norm.

theta

vector of normal parameters expressed on transformed scale in packed storage, such as one produced by the function em.norm.

corr

if TRUE, computes means, standard deviations, and a correlation matrix. If FALSE, computes means and a covariance matrix.

Value

if corr=FALSE, a list containing the components mu and sigma; if corr=TRUE, a list containing the components mu, sdv, and r. The components are:

mu

vector of means. Elements are in the same order and on the same scale as the columns of the original data matrix, and with names corresponding to the column names of the original data matrix.

sigma

matrix of variances and covariances.

sdv

vector of standard deviations.

r

matrix of correlations.

See Also

prelim.norm and makeparam.norm.

Examples

data(mdata)
s <- prelim.norm(mdata)   #do preliminary manipulations
thetahat <- em.norm(s)   #compute MLE
getparam.norm(s,thetahat,corr=TRUE)$r #look at estimated correlations

norm documentation built on April 4, 2022, 1:06 a.m.

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