approx_response_cov_recursive {pcsstools}

Approximate the covariance of one response with an arbitrary product of responses.

Description

Approximate the covariance of one response with an arbitrary product of responses.

Usage

approx_response_cov_recursive(
  ids,
  r_covs,
  r_means,
  n,
  responses,
  response,
  verbose = FALSE
)

Arguments

ids

Column ids of responses to use. First is taken alone while 2nd to last are to be multiplied

r_covs

Response covariance matrix

r_means

Response means (vector)

n

Sample size

responses

List of lists with elements of class predictor

response

Character, Either "binary" or "continuous"

verbose

logical

Value

A vector with the approximated covariance, and approximated mean and variance of the product