heteromixgm (version 2.0.2)

lower.upper: lower.upper

Description

Calculates lower and upper bands for each data point, using a set of cut-points which is obtained from the Gaussian copula.

Usage

lower.upper(y)

Value

lower

A \(n_k\) by \(p\) matrix representing the lower band for each data point.

upper

A \(n_k\) by \(p\) matrix representing the upper band for each data point.

Arguments

y

An (\(n_k \times p\)) matrix corresponding to the data matrix (\(n_k\) is the sample size for group \(k\) and \(p\) is the number of variables).

Author

Sjoerd Hermes, Joost van Heerwaarden and Pariya Behrouzi
Maintainer: Sjoerd Hermes

References

1. Hermes, S., van Heerwaarden, J., & Behrouzi, P. (2024). Copula graphical models for heterogeneous mixed data. Journal of Computational and Graphical Statistics, 1-15.

Examples

y <- list(matrix(runif(25), 5, 5),matrix(runif(25), 5, 5),matrix(runif(25),
5, 5))
lower.upper(y[[1]])