| iss {lglasso} | R Documentation |
Quasi covariance matrix for subject i
Description
Quasi covariance matrix for subject i
Usage
iss(idata, itau, type)
Arguments
idata |
Data matrix for the subject i in which the first column is subject (cluster) id, the second column stands for the time points () of observation. Columns 2 to (p+2) is the observations for p variables respectively. |
itau |
Correlation parameter |
type |
Type of correlation function, which typically take either 0, 1 or 2. |
Value
Empirical quasi covariance matrix
Author(s)
Jie Zhou
[Package lglasso version 0.1.0 Index]