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RestoreNet (version 1.0.1)

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.