empirical.cov.method: empirical.cov.method

In wal615/prime.total.effect: Total effect estimation of the environmental mixtures

Description

empirical.cov.method uses an estimated covariance matrix to decorrelate a data. By

X_{decorr} = Σ_X^{-1/2}X

, where \Sigma_X is estimated by a historical data (n >p).

Usage

empirical.cov.method(x, emp.sigma = NULL)

Arguments

x	A matrix for covariates
emp.sigma	A non-singular covariance matrix calculated from historical data

Value

1. A list. uncorr.data is the decorrelated covariates

wal615/prime.total.effect documentation built on April 29, 2020, 2:05 p.m.