Man pages for jeksterslab/gammaMatrix
Asymptotic Covariance Matrix of Covariances

dcapDuplication Matrix
gammacapAsymptotic Covariance Matrix
gammacap_adfAsymptotic Distribution-Free Covariance Matrix
gammacap_adfnbNonparametric Bootstrapped Asymptotic Distribution-Free...
gammacap_genAsymptotic Covariance Matrix (General)
gammacap_mvnAsymptotic Covariance Matrix Assuming Multivariate Normal...
gammacap_mvnadj1Asymptotic Covariance Matrix with Adjustment (Variant 1)
gammacap_mvnadj2Asymptotic Covariance Matrix with Adjustment (Variant 2)
gammacapnamesDimension Names for the Gamma Matrix
gammacap_nbNonparametric Bootstrapped Covariance Matrix
gammacap_olsAsymptotic Covariance Matrix for Ordinary Least Squares...
gammacap_ols_genericAsymptotic Covariance Matrix for Ordinary Least Squares...
gammacap_ols_hcAsymptotic Covariance Matrix for Ordinary Least Squares...
gammacap_ols_hc_genericAsymptotic Covariance Matrix for Ordinary Least Squares...
gammacap_ols_hc_qcapLeverage Adjustment
gammacap_ols_hc_qcap_genericLeverage Adjustment - Generic
gammaMatrixgammaMatrix: Asymptotic Covariance Matrix of Covariances
grad_l_mvnGradient Vector of the Multivariate Normal Distribution -...
grad_l_mvn_genericGradient Vector of the Multivariate Normal Distribution -...
hess_l_mvnHessian Matrix of the Multivariate Normal Distribution
hess_l_mvn_genericHessian Matrix of the Multivariate Normal Distribution -...
kcapCommutation Matrix
l_mvnLog of the Likelihood of the Multivariate Normal Distribution
l_mvn_genericLog of the Likelihood of the Multivariate Normal Distribution...
mvn_theta_helperHelper Function to Convert a Vector of Parameters to the Mean...
negl_mvnNegative Log of the Likelihood of the Multivariate Normal...
rmvn_cholGenerate Data from the Multivariate Normal Distribution Using...
sym_of_vechSymmetric matrix A from vech(A)
vechHalf-Vectorize
vechnamesVector Names for Half-Vectorization
jeksterslab/gammaMatrix documentation built on Dec. 20, 2021, 10:10 p.m.