MCARtest (version 1.2.1)

get_SigmaS: Computes the sequence of patterns, means, variances, covariance and correlation matrices for a given dataset with missing values.

Description

Using the same the notation of BB2024;textualMCARtest, computes the sequence of patterns \(\mathbb{S}\), means \(\mu_\mathbb{S}\), variances \(\sigma^2_\mathbb{S}\), and correlation matrices \(\Sigma_\mathbb{S}\) for a dataset with missing values.

Usage

get_SigmaS(X)

Value

patterns The sequence of patterns \(\mathbb{S}\).

n_pattern The cardinality of \(\mathbb{S}\).

data_pattern A vector where the data are grouped according to \(\mathbb{S}\).

muS The sequence of means.

C_S The sequence of covariance matrices.

sigma_squared_S The sequence of variances.

SigmaS The sequence of correlation matrices.

ambient_dimension The dimension \(d\) of the data.

Arguments

X

The dataset with incomplete data.

References

BB2024MCARtest

Examples

library(copula)
library(missMethods)
library(misty)
n = 1000

cp = claytonCopula(param = c(1), dim = 5)
P = mvdc(copula = cp, margins = c("exp", "exp", "exp", "exp", "exp"),
         paramMargins = list(list(1), list(1), list(1), list(1), list(1)))
X = rMvdc(n, P)
X = delete_MCAR(X, 0.1, c(1,4,5))

get_SigmaS(X)