View source: R/estimate_template.utils.R
var_sq_err_constrained | R Documentation |
Compute the overall error between empirical and theoretical variance of CORRELATION matrix elements
var_sq_err_constrained(nu, p, var, xbar, M = 10000)
nu |
Inverse Wishart degrees of freedom parameter |
p |
Matrix dimension for IW distribution |
var |
Empirical between-subject variances of CORRELATION matrix (upper triangle) |
xbar |
Empirical mean of CORRELATION matrix (upper triangle) |
M |
Penalty to assign if theoretical variance is smaller than empirical variance |
Sum of squared difference between the empirical and theoretical IW variance of CORRELATION matrix, but with constraint that theoretical variances must not be smaller than empirical variances
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