hat_matrix_cpp: Computing single H matrix in AICc-function using the...

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hat_matrix_cppR Documentation

Computing single H matrix in AICc-function using the Mahalanobis distance

Description

Computing single H matrix in AICc-function using the Mahalanobis distance

Usage

hat_matrix_cpp(X, mcov, S_scale_dist, h)

Arguments

X

matrix with "covariates"

mcov

covariance matrix

S_scale_dist

logical indicating whether the Mahalanobis distance should be scaled with the number of variables

h

numeric specifying the scaling (sigma)

Value

Matrix of dimension ncol(X)*ncol(X)

Author(s)

Martin Jullum


NorskRegnesentral/shapr documentation built on March 19, 2024, 4:43 p.m.