dropCor <- function(X, coln = c(1,2)){
Xn <- X[,coln] #2 column data frame
n <- dim(X)[1] #number of observations
cr <- 1:n # initial vector to hold correlations
for(i in 1:n){
cr[i] <- cor(Xn[-i,])[1,2] # correlation proper
}
cr
}
myTilde<-function(X, theta){
x1t= cos(theta)*X[,1] + sin(theta)*X[,2]
x2t= -sin(theta)*X[,1] + cos(theta)*X[,2]
data.frame("x1t"=x1t,"x2t"=x2t)
}
covTilde<- function(t, s11, s22, s12){
s<-sin(t)*cos(t)*(s22-s11)+cos(2*t)*s12
s
}
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