CovUpdate {SurrogateRegression}

Covariate Update

Description

Covariate Update

Usage

CovUpdate(data_part, b0, a0, b1, a1, sigma0)

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.

Value

ECM update of the target-surrogate covariance matrix.