Structured Covariances Estimators for Pairwise and Spatial Covariates
Calculate average effects (the mean effect over the matrix support)
Calculates the Jacobian of the backwards transformation
Calculates the backward transformation of the parameter
Calculates the matrix D used in the quadratic minimization problem
Calculates the vector d used in the quadratic minimization problem
Calculates the average correlation for the spatial effect
Minimizes the Frobenius norm via quadratic optimization
Calculates the derivative of the inverse of G (the CAR model matrix)
Computes the derivative of the correlation matrix w.r.t. beta
Adds combined effects to the matList via the Hadamard product
Computes non-positive-semidefinite approximation of correlation matrix
Computes correlation matrix from a normalized dataset (=standard error...
Estimates the correlation matrix of the dataset
Computes the correlation matrix corresponding to the SCE model
Calculates the derivative of the spatial average effect
Computes the Fisher information matrix
Transforms the parameter using a logit and inverse softmax
Calculates the Frobenius inner product between to square matrices
Computes the matrices needed for the spatial effect
Calculates the gradient of the function of the transformed parameter
Calculates the gradient of the loglikelihood or the gradient of Sigma
Computes the initial value estimator (IVE)
Computes (a translation of) the loglikelihood for the transformed para...
Computes (a translation of) the loglikelihood
Computes a measure of distance between the support of two matrices
Computes the structured covariance matrix estimator (SCE)
Computes a structured estimator for covariance matrices
Computes the inverse of the correlation matrix of the CAR model
Maps the pairwise covariates to symmetric, positive definite matrices
Computes the "true" (i.e., not translated) log-likelihood (needed for ...
Computes the weighted structured covariance matrix estimator (WSCE)
Implements estimators for structured covariance matrices in the presence of pairwise and spatial covariates. Metodiev, Perrot-Dockès, Ouadah, Fosdick, Robin, Latouche & Raftery (2025) <doi:10.48550/arXiv.2411.04520>.