RCMmisc: RCM miscellaneous functions

In AEBilgrau/correlateR: Fast correlations and covariances

Description

Miscellaneous functions for the random covariance model (RCM).

Usage

ICC(nu, p)

Psi2Sigma(Psi, nu)

Sigma2Psi(Sigma, nu)

Arguments

nu	A numeric of length one giving the degrees of freedom in the RCM.
p	A numeric giving the dimension of the space.
Psi	A numeric square positive semi-definite matrix. The underlying parameter in the RCM.
Sigma	A numeric square positive semi-definite matrix. The expected covariance matrix in the RCM.

Details

ICC compute the ICC in the RCM. A simple function for computing the intra-class correlation coefficient (ICC). This function simply computes 1 divided by nu - p.

Psi2Sigma and Sigma2Psi provide conversion between Psi and Sigma. Computes the expected covariance matrix from Psi and nu in the random covariance model (RCM) and the other way around.

Value

ICC: A numeric giving the ICC.

Psi2Sigma, Sigma2Psi: The converted matrix the same size as Psi or Sigma.

Author(s)

Anders Ellern Bilgrau <anders.ellern.bilgrau (at) gmail.com>

AEBilgrau/correlateR documentation built on Nov. 15, 2019, 9:21 a.m.