cov_mmrr: Calculate marginal covariance matrix of responses given...

In koekvall/lvmmr: Mixed-type multivariate response regression

Description

Calculate marginal covariance matrix of responses given predictors

Usage

cov_mmrr(X, Beta, Sigma, psi, type, num_nodes = 10)

Arguments

X	An nr x p matrix of predictors.
Beta	A p-vector of latent regression coefficients
Sigma	An r x r covariance matrix for latent vector
psi	An r-vector of conditional variance parameters
type	An r-vector indicating response types: 1 means normal, 2 means Bernoulli, and 3 means Poisson.
num_nodes	Number of nodes for Gaussian quadrature used to calculate predictions

Value

An nr x nr covariance matrix for responses given predictors (Y|X), in sparse format if n > 1.

koekvall/lvmmr documentation built on Dec. 13, 2021, 2:35 p.m.