relCurvature: Relative Curvature Utility Used by Curvature and Project

In curve: Dynamic Systems Estimation - Curvature Extensions

Description

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Usage

    relCurvature(s.sqr, R11, R2, show.extra.details=FALSE,
          eps=sqrt(.Machine$double.eps))

Arguments

s.sqr	sample estimate of the residual variance.
R11	submatrix of R. See details.
R2	submatrix of R. See details.
show.extra.details	logical indicating if extra intermediate calculations should be printed.
eps	singular values smaller than eps times the largest singular value are considered to be zero.

Details

The result is the relative curvature array Bates & Watts p242-244 eqn. (7.16) and examples p244-245.

R11 is a p by p sub matrix of R. See Bates & Watts p236 and R2 is the m by pp sub matrix R12 R22 ... If I-B is not positive definite, where B is the effective residual curvature matrix, and warn is TRUE, then a warning will indicate that the calculation does not seem to correspond to a local minimum.

Value

relative curvature array

See Also

curvature project effectiveCurvature curvatureStats

curve documentation built on May 2, 2019, 5:31 p.m.