gamma_est_unbiased: Unbiased asymptotic covariance matrix.
In semTests: Goodness-of-Fit Testing for Structural Equation Models

gamma_est_unbiased

R Documentation

Unbiased asymptotic covariance matrix.

Unbiased asymptotic covariance matrix.

gamma_est_unbiased(
  x,
  n = NULL,
  sigma = NULL,
  gamma_adf = NULL,
  gamma_nt = NULL
)

`x`	Data.
`sigma`	Unbiased covariance matrix of the data.
`gamma_adf`	The `gamma` matrix. If `NULL`, computes gamma from `x` and `sigma`.
`gamma_nt`	The `gamma` matrix under normal theory. If `NULL`, computes `gamma_nt` from `sigma`.

Unbiased asymptotic covariance matrix.

semTests documentation built on May 29, 2024, 11:58 a.m.

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