CoeffGM.matrix: Compute the Gauss Markov coefficients for Multivariate Blue...

In DanielBonnery/CompositeRegressionEstimation: X

Description

Compute the Gauss Markov coefficients for Multivariate Blue for arrays

Usage

CoeffGM.matrix(Sigma, X, Xplus = MASS::ginv(X))

Arguments

Sigma	a p x p matrix
X	an n x p matrix
Xplus:	a general inverse of X array

Value

the coefficients matrix W such that W\times Y is the best unbiased linear estimator of β where E[Y]=X\timesβ

Examples

A=array(rnorm(prod(2:5)),2:5);M=a2m(A,2);dim(A);dim(M);dim(a2m(A))

DanielBonnery/CompositeRegressionEstimation documentation built on June 17, 2020, 12:16 p.m.