SsdMatrix-class: Sum of squares and deviations Matrices
Description
The "SsdMatrix" class is the class of symmetric, dense matrices
in packed storage (just as a dspMatrix-class, i.e.,
only the upper triangle is stored) defined within the qpgraph
package to store corrected, or uncorrected, matrices of the sum of squares
and deviations (SSD) of pairs of random variables. A corrected SSD matrix
corresponds to a sample covariance matrix.
Objects from the Class
Objects can be created by calls of the form new("SsdMatrix", ...)
or by using qpCov() which estimates a sample covariance
matrix from data returning an object of this class.Slots
ssd:- Object of class
dspMatrix-class
storing the SSD matrix. n:- Object of class
"numeric" storing the sample
size employed to estimate the SSD matrix stored in the slot ssd.
This is specially relevant when the SSD matrix was estimated from data
with missing values by using complete observations only, which is the
default mode of operation of qpCov().
Extends
"SsdMatrix" extends class "dspMatrix", directly.Methods
- dim
signature(x = "SsdMatrix")- dimnames
signature(x = "SsdMatrix")- show
signature(object = "SsdMatrix")- det
signature(object = "SsdMatrix")- determinant
signature(object = "SsdMatrix", logarithm = "missing")- determinant
signature(object = "SsdMatrix", logarithm = "logical")