approx_response_cov_recursive: Approximate the covariance of one response with an arbitrary...

In jackmwolf/pcsstools: Tools for Regression Using Pre-Computed Summary Statistics

Approximate the covariance of one response with an arbitrary product of responses.

Description

Approximate the covariance of one response with an arbitrary product of responses.

Usage

approx_response_cov_recursive(
  ids,
  r_covs,
  r_means,
  n,
  responses,
  response,
  verbose = FALSE
)

Arguments

ids	Column ids of responses to use. First is taken alone while 2nd to last are to be multiplied
r_covs	Response covariance matrix
r_means	Response means (vector)
n	Sample size
responses	List of lists with elements of class predictor
response	Character, Either "binary" or "continuous"
verbose	logical

Value

A vector with the approximated covariance, and approximated mean and variance of the product

jackmwolf/pcsstools documentation built on July 7, 2024, 7:46 p.m.