Extract normal parameters from packed storage
Takes a parameter vector, such as one produced by em.norm or da.norm, and returns a list of parameters on the original scale.
getparam.norm(s, theta, corr=FALSE)
s |
summary list of an incomplete normal data matrix created by the
function |
theta |
vector of normal parameters expressed on transformed scale in packed
storage, such as one produced by the function |
corr |
if |
if corr=FALSE, a list containing the components mu and sigma; if
corr=TRUE, a list containing the components mu, sdv, and r. The
components are:
mu |
vector of means. Elements are in the same order and on the same scale as the columns of the original data matrix, and with names corresponding to the column names of the original data matrix. |
sigma |
matrix of variances and covariances. |
sdv |
vector of standard deviations. |
r |
matrix of correlations. |
data(mdata) s <- prelim.norm(mdata) #do preliminary manipulations thetahat <- em.norm(s) #compute MLE getparam.norm(s,thetahat,corr=TRUE)$r #look at estimated correlations
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