get.W: Stochastic covariance matrix W
Description
This function returns the stochastic covariance matrix W associated to a design matrix M, a net-effect matrix V, and a vector parameter theta.
Usage
get.W(M, V, VCNs, theta, nObs)
Value
A \(n \times n\) dimensional stochastic covariance matrix.
Arguments
- M
A \(n \times K\) dimensional (design) matrix.
- V
A \(p \times K\) dimensional net-effect matrix.
- theta
p-dimensional vector parameter.