calc_estimate_true_var: Estimate true group variance

In vdar: Discriminant Analysis Incorporating Individual Uncertainties

Description

Estimation of true group variance incorporating observation wise variances. The function uses the data from x and the individual variances for each observation, for example derived from uncertainties, to calculate a 'true' group variance. The variance of the matrix is corrected for the sum of the individual variances of the data set, which is normalized to the number of rows of the matrix.

Usage

calc_estimate_true_var(x, ...)

## Default S3 method:
calc_estimate_true_var(x, individual_var, force_pos_def = T, ...)

## S3 method for class 'rmult'
calc_estimate_true_var(x, individual_var, force_pos_def = T, ...)

Arguments

x	a matrix of data
...	...
individual_var	a matrix of cell-wise uncertainties, corresponding to the entries of 'x'
force_pos_def	force positive definiteness of the new group variances, default TRUE

Value

matrix of corrected group variance

Methods (by class)

• default: for class matrix or data.frame

• rmult: for class rmult

Author(s)

Solveig Pospiech, K. Gerald v.d. Boogaart

vdar documentation built on Jan. 5, 2022, 1:07 a.m.