covarianceSensitivity: Function to get the sensitivity of the lower triangle of the...

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

Description

Function to get the sensitivity of the lower triangle of the covariance matrix

Usage

covarianceSensitivity(n, rng, intercept)

Arguments

n	A numeric vector of length one specifying the number of observations in the data frame.
rng	A numeric list of 2-tuples of the lower and upper bounds for each of the variables.
intercept	A logical vector of length one indicating whether an intercept should be added prior to evaluating the inner product x'x.

Value

The sensitivity of the data frame for which the covariance matrix is being calculated.

/extra_docs/sensitivities/covariance_sensitivity.pdf

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