var_sq_err_constrained: Compute the overall error between empirical and theoretical...

View source: R/estimate_template.utils.R

var_sq_err_constrainedR Documentation

Compute the overall error between empirical and theoretical variance of CORRELATION matrix elements

Description

Compute the overall error between empirical and theoretical variance of CORRELATION matrix elements

Usage

var_sq_err_constrained(nu, p, var, xbar, M = 10000)

Arguments

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

Value

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


templateICAr documentation built on April 3, 2025, 7:41 p.m.