undiff_Sigma {RprobitB} | R Documentation |
Transform differenced to non-differenced error term covariance matrix
Description
This function transforms the differenced error term covariance matrix
Sigma
back to a non-differenced error term covariance matrix.
Usage
undiff_Sigma(Sigma, i, checks = TRUE, pos = TRUE, labels = TRUE)
Arguments
Sigma |
An error term covariance matrix of dimension |
i |
An integer, the alternative number with respect to which |
checks |
If |
pos |
If |
labels |
If |
Value
A covariance matrix of dimension J
x J
. If this covariance
matrix gets differenced with respect to alternative i
, the results is
again Sigma
.
[Package RprobitB version 1.1.4 Index]