.update_correlation

This is an internal helper function to compute the working correlation matrix
based on standardized residuals.

internal

To provide a comprehensive analysis of high dimensional longitudinal
data,this package provides analysis for any combination of 1) simultaneous
variable selection and estimation, 2) mean regression or quantile regression
for heterogeneous data, 3) cross-sectional or longitudinal data, 4) balanced
or imbalanced data, 5) moderate, high or even ultra-high dimensional data,
via computationally efficient implementations of penalized generalized
estimating equations.

Tianhai Zu

geeVerse

A Comprehensive Analysis of High Dimensional Longitudinal Data

Brittany Green

Yan Yu

.update_correlation function

<dl><dt>residuals</dt>
<dd>A numeric vector of residuals (y - mu).</dd>
<dt>nobs</dt>
<dd>A numeric vector of observations per subject.</dd>
<dt>corstr</dt>
<dd>A string specifying the correlation structure.</dd>
<dt>tau</dt>
<dd>The quantile being estimated.</dd>
<dt>cluster_indices</dt>
<dd>A numeric vector of cumulative subject observation counts.</dd></dl>

Arguments

Update the Working Correlation Matrix — .update_correlation

<dl>

<dt>residuals</dt>
<dd>A numeric vector of residuals (y - mu).</dd>


<dt>nobs</dt>
<dd>A numeric vector of observations per subject.</dd>


<dt>corstr</dt>
<dd>A string specifying the correlation structure.</dd>


<dt>tau</dt>
<dd>The quantile being estimated.</dd>


<dt>cluster_indices</dt>
<dd>A numeric vector of cumulative subject observation counts.</dd>

</dl>

.update_correlation: Update the Working Correlation Matrix

Description

Usage

Value

Arguments