Description Usage Arguments Value Examples
View source: R/CIVMR_function.R
This function find multiple CIV solutions that are orthogonal to each other. Only the first one achive the global maximum correlation.
1 |
A: |
matrix given by LA_decomposition(). |
B: |
matrix given by LA_decomposition(). |
G: |
original instruments. |
u_max: the solution of u that would maximize the constrained correlation problem.
1 2 3 4 5 | data(simulation)
#CIV linear algebra decomposition components
civ.deco <- LA_decomposition(simulation$G,simulation$X,simulation$Z)
#solve the CIV solution for c
civ.mult <- pcc_IV(civ.deco$A, civ.deco$B, simulation$G, civ.deco$inv_GG_square)
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