covarianceFormatRelease: Function to convert unique private covariances into symmetric...

In IQSS/PSI-Library: Differentially Private Statistical Releases for Privacy Preservation

Description

Function to convert unique private covariances into symmetric matrix

Usage

covarianceFormatRelease(release, columns)

Arguments

release	Differentially private release of elements in lower triangle of covariance matrix.
columns	A character vector indicating columns in the private covariance to be included in the output. Length should be equal to the number of columns the user wants to include.

Value

A symmetric differentially private covariance matrix.

This function is used by the mechanism in post-processing and not intended for interactive post-processing

IQSS/PSI-Library documentation built on Feb. 15, 2020, 9:03 p.m.