VAR_ALS {TensorTest2D}

The function computing the covariance matrices of the tensor regression parameters.

Description

The function computing the covariance matrices of the tensor regression parameters.

Usage

VAR_ALS(DATA, n_R, B1, B2, beta, family)

Arguments

DATA

A list. The input data. DATA$y is the dependent variable. DATA$X is the 3-D tensor independent variables. DATA$W is other independent variables.

n_R

A numerical constant. A predefined value determines the rank of the approximate matrix

B1

A numerical matrix. Parameter matrix B1 of the tensor regression.

B2

A numerical matrix. Parameter matrix B2 of the tensor regression.

beta

A numerical vector. Parameter vector of the covariates, W.

family

Family of generalized linear model. Provide three options for model.(see more details in Details)

Value

A list. V_B: A numerical matrix. Covariance matrix of the vectorized tensors' parameters.

V_b: A numerical matrix. Covariance matrix of the covariates' parameters.