decomposeA {CTxCC}R Documentation

Calculation and decomposition of matrix A

Description

Decomposition of matrix A, required in Proposition 4.3. Decomoposition given by equation 41

Usage

decomposeA(W, R, x.var, z.var)

Arguments

W

diagonal matrix containing the corresponding weigth for each monitored variable. Dimensions kxk

R

correlation matrix for monitores variables, kxk

x.var

vector indicating variables already present in the model. length: k-1.

z.var

scalar indicating variables to be included.

Details

Note that length(z.var) + length(x.var) = k

Value

Returns decomposition of matrix A according to Equation 41 in paper.

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<-6 # variables
B<-matrix(runif(n = k*k),ncol= k)### creating random matrix for sigma0
sigma0 <- B%*%t(B)
R<-get.R(sigma0)
Weights = diag(rep(1/k,k))
decomposeA(W = Weights, R = R, x.var = 1:5, z.var = 6)

[Package CTxCC version 0.2.0 Index]