CovUpdate: Covariate Update
Description
Covariate Update
Usage
CovUpdate(data_part, b0, a0, b1, a1, sigma0)
Value
ECM update of the target-surrogate covariance matrix.
Arguments
- data_part
List of partitioned data. See PartitionData.
- b0
Previous target regression coefficient.
- a0
Previous surrogate regression coefficient.
- b1
Current target regression coefficient.
- a1
Current surrogate regression coefficient.
- sigma0
Initial target-surrogate covariance matrix.