Convert between representations of (co-)variance structures
Convert between representations of (co-)variance structures (EXPERIMENTAL). See source code for details.
mlist2vec(L) vec2mlist(v, n = NULL, symm = TRUE) vec2STlist(v, n = NULL) sdcor2cov(m) cov2sdcor(V) Vv_to_Cv(v, n = NULL, s = 1) Sv_to_Cv(v, n = NULL, s = 1) Cv_to_Vv(v, n = NULL, s = 1) Cv_to_Sv(v, n = NULL, s = 1)
L |
List of symmetric, upper-triangular, or lower-triangular square matrices. |
v |
Concatenated vector containing the elements of the lower-triangle (including the diagonal) of a symmetric or triangular matrix. |
n |
Number of rows (and columns) of the resulting matrix. |
symm |
Return symmetric matrix if |
m |
Standard deviation-correlation matrix. |
V |
Covariance matrix. |
s |
Scale parameter. |
mlist2vecConvert list of matrices to concatenated
vector of lower triangles with an attribute that gives the
dimension of each matrix in the original list. This attribute may
be used to reconstruct the matrices. Returns a concatenation of
the elements in one triangle of each matrix. An attribute
"clen" gives the dimension of each matrix.
vec2mlistConvert concatenated vector to list of matrices (lower
triangle or symmetric). These matrices could represent Cholesky
factors, covariance matrices, or correlation matrices (with
standard deviations on the diagonal).
vec2STlistConvert concatenated vector to list of ST
matrices.
sdcor2covStandard deviation-correlation matrix to
covariance matrix convert 'sdcor' format (std dev on diagonal,
cor on off-diag) to and from variance-covariance matrix.
cov2sdcorCovariance matrix to standard
deviation-correlation matrix (i.e. standard deviations on the
diagonal and correlations off the diagonal).
Vv_to_CvVariance-covariance to relative covariance
factor. Returns a vector of elements from the lower triangle of a
relative covariance factor.
Sv_to_CvStandard-deviation-correlation to relative covariance
factor. Returns a vector of elements from the lower triangle of a
relative covariance factor.
Cv_to_VvRelative covariance factor to
variance-covariance. From unscaled Cholesky vector to (possibly
scaled) variance-covariance vector. Returns a vector of elements
from the lower triangle of a variance-covariance matrix.
Cv_to_SvRelative covariance factor to
standard-deviation-correlation. From unscaled Chol to sd-cor
vector. Returns a vector of elements from the lower triangle of a
standard-deviation-correlation matrix.
(Co-)variance structure
vec2mlist(1:6) mlist2vec(vec2mlist(1:6)) # approximate inverse
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.