vcvce: Extractor for covariance matrix

In monkeypicked/aace: Covariance estimation

Description

Extractor for covariance matrix

Usage

vcvce(x, out = c("M", "S", "R", "T"), units = c("variance", "correlation"),
  po = buice(x))

Arguments

x	object of class ce
out	component to return: M=factor1, S=factors 2:k, R=residual, T=M+S+R
units	variance or correlation
po	row/column identifiers

Value

named list of the components specified in argument: out

Details

po is a vector of identifiers, a subset of the original data columnames

Author(s)

Giles Heywood

See Also

Other extractors: buice, devce, face, fmpce, fulce, genfrdce, ldgce, ldggmace, metce, mktce, msce, msrtce, prdce, quace, resce, scoce, sdvce, spvce, stce, sysce, unqce, vfuce

monkeypicked/aace documentation built on May 23, 2019, 6:10 a.m.