lower.upper {heteromixgm}

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)

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).

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.

Author(s)

Sjoerd Hermes, Joost van Heerwaarden and Pariya Behrouzi
Maintainer: Sjoerd Hermes [e-mail]

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]])