cor_from_standard_errors

Computes correlation matrix from a normalized dataset (=standard errors)

internal

Implements estimators for structured covariance matrices in the
presence of pairwise and spatial covariates.
Metodiev, Perrot-Dockès, Ouadah, Fosdick, Robin, Latouche & Raftery (2025)
<doi:10.48550/arXiv.2411.04520>.

Martin Metodiev

scov

Structured Covariances Estimators for Pairwise and Spatial
Covariates

Marie Perrot-Dockès

Stéphane Robin

cor_from_standard_errors function

<dl><dt>varepsilon</dt>
<dd>n x d matrix (n = number of observations, d = dimension)</dd></dl>

Arguments

Computes correlation matrix from a normalized dataset (=standard errors) — cor_from_standard_errors

<dl>

<dt>varepsilon</dt>
<dd>n x d matrix (n = number of observations, d = dimension)</dd>

</dl>

cor_from_standard_errors: Computes correlation matrix from a normalized dataset (=standard errors)

Description

Usage

Value

Arguments