zConditionalParameters {CTxCC}R Documentation

Conditional parameters for z, given x

Description

This function calculates and returns conditional parameters for z, given x are being already considered in the model

Usage

zConditionalParameters(mean0, R0, z, x.var, z.var)

Arguments

mean0

Mean vector for multivariate random vector under the null hypothesis. Dimensions: kx1

R0

Correlations matrix for multivariate random vector under the null hypothesis. Dimensions kxk

z

vector of random observation. Dimensions kx1

x.var

Elements of z that are already considered in the model

z.var

element of z whose contribution to C_k|C_k-1,C_k-2,...,C_1 is going to be calculated

Value

A list containing

muC

conditional mean for z

RC

Conditional variance for z

Author(s)

Dr. Burcu Aytaçoğlu (burcuaytacoglu@gmail.com) Dr. Diana Barraza-Barraza (diana.barraza@ujed.mx), Dr. Víctor G. Tercero-Gómez (victor.tercero@tec.mx), Dr. A. Eduardo Cordero-Franco (lalo.cordero@gmail.com),

References

Paper

Examples

        k<-3
      sigma0 = matrix(diag(rep(1,k)),ncol = k)
      mu0 = matrix(c(0,0,0), ncol = 1)
      Weights = diag(c(0.5, 0.25,0.25))

      library(mvtnorm)
      set.seed(1000)
      X = matrix(ncol= 1, data = rmvnorm(n = 1, mean = mu0, sigma = sigma0))
      Z = (X - mu0)/sqrt(as.numeric(diag(sigma0)))
      Corr<-get.R(Sigma0 = sigma0)

      zConditionalParameters(mean0 = mu0, R0 = Corr, z = Z, x.var = 1:2, z.var = 3)


[Package CTxCC version 0.2.0 Index]