Description Usage Arguments Value References
View source: R/utilities-covariance.R
General sweep operator citation:
1 |
g |
Each unit of a numeric, symmetric covariance matrix divided by the number of observations in the data the covariance matrix was derived from. |
m |
A logical vector of length equal to the number of rows in |
reverse |
Logical vector specifying whether the sign of the matrix
should be flipped. Default to |
The coefficients from g
.
Goodnight, James H. "A tutorial on the SWEEP operator." The American Statistician 33, no. 3 (1979): 149-158. This implementation is from pseudocode from:
Schafer, Joseph L. Analysis of incomplete multivariate data. Chapman and Hall/CRC, 1997. Code ported from:
Honaker, James, Gary King, and Matthew Blackwell. "Amelia II: A program for missing data." Journal of statistical software 45, no. 7 (2011): 1-47.
Sweeps a covariance matrix to extract regression coefficients.
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