gammacap_gen: Asymptotic Covariance Matrix (General)

In jeksterslab/gammaMatrix: Asymptotic Covariance Matrix of Covariances

Description

Calculates the asymptotic covariance matrix of the unique elements of the covariance matrix.

Usage

gammacap_gen(x, names = TRUE, sep = ".")

Arguments

x	Numeric matrix, data frame, or vector.
names	Logical. Add names.
sep	Character string. Separator for variable names.

Value

A matrix.

Dependencies

• vech()

• vechnames()

• rmvn_chol() (test)

Author(s)

Ivan Jacob Agaloos Pesigan

References

Yuan, K.-H., & Hayashi, K. (2006). Standard errors in covariance structure models: Asymptotics versus bootstrap. British Journal of Mathematical and Statistical Psychology, 59, 397–417. doi:10.1348/000711005X85896.

See Also

Other Gamma Matrix Functions: gammacap_adfnb(), gammacap_adf(), 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_gen(x)

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