s_soda_model {sodavis}

S-SODA model estimation.

Description

S-SODA assumes within each slice the X vector follow multivariate normal distribution. This function estimates the mean vector and covariance matrix of X for each slice.

Usage

s_soda_model(x, y, H = 10)

Arguments

x

The design matrix, of dimensions n * p, without an intercept. Each row is an observation vector.

y

The response vector of dimension n * 1.

H

The number of slices.

Value

int_h

Slice index.

int_p

Proportion of samples in each slice.

int_l

Length of each slice (max - min response).

int_m

Mean vector of covariates in each slice.

int_v

Covariance matrix of covariates in each slice.