SsdMatrix-class: Sum of squares and deviations Matrices

SsdMatrix-classR Documentation

Sum of squares and deviations Matrices

Description

The "SsdMatrix" class is the class of symmetric, dense matrices in packed storage (just as a dspMatrix-class, i.e., only the upper triangle is stored) defined within the qpgraph package to store corrected, or uncorrected, matrices of the sum of squares and deviations (SSD) of pairs of random variables. A corrected SSD matrix corresponds to a sample covariance matrix.

Objects from the Class

Objects can be created by calls of the form new("SsdMatrix", ...) or by using qpCov() which estimates a sample covariance matrix from data returning an object of this class.

Slots

ssd:

Object of class dspMatrix-class storing the SSD matrix.

n:

Object of class "numeric" storing the sample size employed to estimate the SSD matrix stored in the slot ssd. This is specially relevant when the SSD matrix was estimated from data with missing values by using complete observations only, which is the default mode of operation of qpCov().

Extends

"SsdMatrix" extends class "dspMatrix", directly.

Methods

dim

signature(x = "SsdMatrix")

dimnames

signature(x = "SsdMatrix")

show

signature(object = "SsdMatrix")

det

signature(object = "SsdMatrix")

determinant

signature(object = "SsdMatrix", logarithm = "missing")

determinant

signature(object = "SsdMatrix", logarithm = "logical")


rcastelo/qpgraph documentation built on Oct. 28, 2024, 5:15 a.m.