scov0.1.2 package

Structured Covariances Estimators for Pairwise and Spatial Covariates

avg_effect

Calculate average effects (the mean effect over the matrix support)

backward_transform_param_jacobian

Calculates the Jacobian of the backwards transformation

backward_transform_param

Calculates the backward transformation of the parameter

calc_Dmat

Calculates the matrix D used in the quadratic minimization problem

calc_dvec

Calculates the vector d used in the quadratic minimization problem

calc_mean_neighbor_effect

Calculates the average correlation for the spatial effect

calc_Sigma_opt_frob

Minimizes the Frobenius norm via quadratic optimization

calc_tilde_G_inv_partial_beta

Calculates the derivative of the inverse of G (the CAR model matrix)

combined_matList_partial_der

Computes the derivative of the correlation matrix w.r.t. beta

combined_matList

Adds combined effects to the matList via the Hadamard product

compute_marginal_cor

Computes non-positive-semidefinite approximation of correlation matrix

cor_from_standard_errors

Computes correlation matrix from a normalized dataset (=standard error...

correlation_matrix

Estimates the correlation matrix of the dataset

CovMat_03

Computes the correlation matrix corresponding to the SCE model

eta_D_der

Calculates the derivative of the spatial average effect

Fisher_information

Computes the Fisher information matrix

forward_transform_param

Transforms the parameter using a logit and inverse softmax

frob_scalar_prod

Calculates the Frobenius inner product between to square matrices

get_M_A

Computes the matrices needed for the spatial effect

GradLogLikLogParm_02

Calculates the gradient of the function of the transformed parameter

GradLogLikParm_02

Calculates the gradient of the loglikelihood or the gradient of Sigma

ive

Computes the initial value estimator (IVE)

LogLikLogParm_02

Computes (a translation of) the loglikelihood for the transformed para...

LogLikParm_02

Computes (a translation of) the loglikelihood

mat_support_distance

Computes a measure of distance between the support of two matrices

sce

Computes the structured covariance matrix estimator (SCE)

scov

Computes a structured estimator for covariance matrices

tilde_G_inv

Computes the inverse of the correlation matrix of the CAR model

to_positive_definite

Maps the pairwise covariates to symmetric, positive definite matrices

true_LogLikParm_02

Computes the "true" (i.e., not translated) log-likelihood (needed for ...

wsce

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>.

  • Maintainer: Martin Metodiev
  • License: GPL (>= 3)
  • Last published: 2025-10-25