gammacap_adfnb: Nonparametric Bootstrapped Asymptotic Distribution-Free...

In jeksterslab/gammaMatrix: Asymptotic Covariance Matrix of Covariances

Description

Calculates the nonparametric bootstrapped asymptotic distribution-free (ADF) covariance matrix of the unique elements of the covariance matrix.

Usage

gammacap_adfnb(x, bcap = 1000L, seed = NULL, names = TRUE, sep = ".")

Arguments

x	Numeric matrix, data frame, or vector.
bcap	Integer. Number of bootstrap samples.
seed	Integer. Random number generation seed.
names	Logical. Add names.
sep	Character string. Separator for variable names.

Value

A matrix.

Dependencies

• rmvn_chol() (test)

Author(s)

Ivan Jacob Agaloos Pesigan

References

Browne, M. W. (1984). Asymptotically distribution-free methods for the analysis of covariance structures. British Journal of Mathematical and Statistical Psychology, 37, 62–83. doi:10.1111/j.2044-8317.1984.tb00789.x.

Yung, Y.-F., & Bentler, P. M. (1994). Bootstrap-corrected ADF test statistics in covariance structure analysis. British Journal of Mathematical and Statistical Psychology, 47, 63–84. doi:10.1111/j.2044-8317.1994.tb01025.x.

See Also

Other Gamma Matrix Functions: gammacap_adf(), gammacap_gen(), gammacap_mvnadj1(), gammacap_mvnadj2(), gammacap_mvn(), gammacap_nb(), gammacap_ols_generic(), gammacap_ols_hc_generic(), gammacap_ols_hc_qcap_generic(), gammacap_ols_hc_qcap(), gammacap_ols_hc(), gammacap_ols(), gammacapnames(), gammacap()

Examples

set.seed(42)
n <- 1000
k <- 2
z <- matrix(
  data = rnorm(n = n * k), nrow = n, ncol = k
)
q <- chol(
  matrix(
    data = c(1.0, 0.5, 0.5, 1.0),
    nrow = k, ncol = k
  )
)
x <- z %*% q

gammacap_adfnb(x)

jeksterslab/gammaMatrix documentation built on Dec. 20, 2021, 10:10 p.m.