projcov: Calculate the Projected covariance of two vectors

In statcodes/pgraph: Build Dependency Graphs using Projection

Description

projcov calculate the projected distance covariance of two vectors given factors.

Usage

projcov(x, y, b, method = c("ridge", "lasso", "sam"))

Arguments

x	first vector
y	second vector
b	factor matrix
method	projection method. Default = 'linear'.

Value

a list.

test	distance covariance test object
xeps	residual of the projection of x
yeps	residual of the projection of y

Examples

K = 3
n = 100
b = matrix(rnorm(K*n),n,K)
bx = 1:3
by = c(1,2,2)
x = b%*%bx+rnorm(n)
y = b%*%by+rnorm(n)
fit1 = projcov(x, y, b)
fit2 = projcov(x, y, b, method = "sam")

statcodes/pgraph documentation built on May 30, 2019, 9:42 a.m.