19 lines
565 B
R
19 lines
565 B
R
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# Covariance matrix using the component matrix M and V from QEE
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#
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# Author: Francois Pelletier
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#
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# LGPL-3.0
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###############################################################################
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#' Covariance matrix using the component matrix M and V from QEE
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#'
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#' Covariance matrix using the component matrix M and V from QEE
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#' @param M Gradient matrix
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#' @param V Covariance matrix of equations
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#' @param n Sample size
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#' @return Weighted covariance matrix
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#' @author François Pelletier
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covariance.QEE <- function(M,V,n) ## Omega
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{
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ginv(M %*% ginv(V) %*% t(M))/n
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}
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