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/dports/devel/R-cran-gmodels/gmodels/R/
H A Destimable.R53 vcv <- rho * outer(cf[, 2], cf[, 2]) functionVar
70 vcv <- summary.lm(obj)$cov.unscaled * summary.lm(obj)$sigma^2
74 vcv <- summary(obj)$cov.scaled
91 vcv <- obj$vbeta
98 vcv <- obj$robust.variance
115 vc <- sqrt(diag(cm %*% vcv %*% t(cm)))
180 vcv <- obj$vbeta functionVar
185 vcv <- obj$robust.variance
191 vcv <- summary(obj)$cov.scaled
201 vcv <- rho * outer(se, se)
[all …]
/dports/math/apache-commons-math/commons-math3-3.6.1-src/src/main/java/org/apache/commons/math3/stat/regression/
H A DSimpleRegression.java780 …final double[] vcv = new double[] { mse * (xbar * xbar / sumXX + 1.0 / n), -xbar * mse / sumXX, ms… in regress() local
781 …return new RegressionResults(params, new double[][] { vcv }, true, n, 2, sumY, _syy, getSumSquared… in regress()
786 final double[] vcv = new double[] { ybar / (n - 1.0), Double.NaN, Double.NaN }; in regress() local
795 final double[] vcv = new double[] { getMeanSquareError() / sumXX }; in regress() local
800 final double[] vcv = new double[] { Double.NaN }; in regress() local
845 final double[] vcv = new double[]{ sumYY/(((n-1)*n)) }; in regress() local
848 params, new double[][]{vcv}, true, n, 1, in regress()
858 final double[] vcv = new double[]{ _mse / _sxx }; in regress() local
861 params, new double[][]{vcv}, true, n, 1, in regress()
864 final double[] vcv = new double[]{Double.NaN }; in regress() local
[all …]
/dports/science/R-cran-Epi/Epi/R/
H A Dci.lin.R207 vcv <- VCOV( obj ) functionVar
210 if( any( is.na( vcv ) ) ) vcv[is.na(vcv)] <- 0
272 vcv <- vcov( obj, complete=FALSE )[wh,wh]
273 vcv[is.na( vcv )] <- 0
274 names( cf ) <- rownames( vcv ) <- colnames( vcv ) <-
279 vcv <- vcv[subset,subset]
283 vcv <- vcv[subset,subset]
305 vcv <- vcv[subset,subset]
323 res <- ctr.mat %*% t( rbind(mvrnorm( sample, cf, vcv )) )
328 vc <- ctr.mat %*% vcv %*% t( ctr.mat )
H A Dci.cum.R13 vcv <- VCOV( obj ) functionVar
44 vcv <- vcv[subset,subset]
59 vc <- ctr.mat %*% vcv %*% t( ctr.mat )
/dports/math/gretl/gretl-2021d/share/scripts/misc/
H A Dects_nls.inp6 ols y 0 x1 x2 --vcv
16 end nls --vcv
23 end nls --vcv
H A Dlongley.inp4 ols 1 0 2 3 4 5 6 7 --vcv
/dports/math/gretl/gretl-2021d/share/scripts/ramanathan/
H A Dps8-5.inp5 ols LNSALARY const YEARS YRS2 --vcv
6 ols LNSALARY const YEARS YRS2 --vcv --jackknife
H A Dps4-2.inp32 genr tmp = $vcv(Wt,Wt) + $vcv(Pt,Pt) - (2*$vcv(Wt,Pt))
H A Dps3-1.inp6 # estimate model; --vcv is to get covariance
7 ols 1 0 2 --vcv
/dports/math/gretl/gretl-2021d/plugin/
H A Dheckit.c108 gretl_matrix_free(HC->vcv); in h_container_destroy()
154 HC->vcv = NULL; in h_container_new()
1089 if (pmod->vcv != NULL) { in transcribe_2step_vcv()
1090 free(pmod->vcv); in transcribe_2step_vcv()
1099 pmod->vcv = malloc(nvc * sizeof *pmod->vcv); in transcribe_2step_vcv()
1120 pmod->vcv[k++] = vij; in transcribe_2step_vcv()
1216 int npar = HC->vcv->rows; in add_lambda_to_ml_vcv()
1243 gretl_matrix_free(HC->vcv); in add_lambda_to_ml_vcv()
1244 HC->vcv = tmp; in add_lambda_to_ml_vcv()
1263 int npar = HC->vcv->rows; in adjust_ml_vcv_hyperbolic()
[all …]
H A Dmp_ols.c720 mpf_t *vcv; in mp_makevcv() local
741 vcv = malloc(nxpx * sizeof *vcv); in mp_makevcv()
742 if (vcv == NULL) { in mp_makevcv()
747 pmod->vcv = malloc(nxpx * sizeof *pmod->vcv); in mp_makevcv()
748 if (pmod->vcv == NULL) { in mp_makevcv()
749 free(vcv); in mp_makevcv()
755 mpf_init(vcv[i]); in mp_makevcv()
806 mpf_clear(vcv[i]); in mp_makevcv()
822 mpf_clear(vcv[k]); in mp_makevcv()
830 free(vcv); in mp_makevcv()
[all …]
H A Dfiml.c843 gretl_matrix *vcv; in fiml_get_std_errs() local
851 vcv = gretl_matrix_alloc(ldv, ldv); in fiml_get_std_errs()
852 if (vcv == NULL) { in fiml_get_std_errs()
861 fsys->artb, vcv, NULL, NULL); in fiml_get_std_errs()
864 vcv, NULL, NULL); in fiml_get_std_errs()
874 pmod->sderr[j] = sqrt(gretl_matrix_get(vcv, k, k)); in fiml_get_std_errs()
881 gretl_matrix_replace(&fsys->sys->vcv, vcv); in fiml_get_std_errs()
883 gretl_matrix_free(vcv); in fiml_get_std_errs()
/dports/science/py-chempy/chempy-0.8.2/chempy/util/
H A Dregression.py163 beta, vcv, r2 = least_squares(_x, _y, _w)
165 return beta_tup, vcv, float(r2)
217 vcv = SSR / (_x.size - 2) * np.linalg.inv(X.T.dot(X))
220 return beta, vcv, R2
300 beta, vcv, info = irls(x_ul, y_ul, **kwargs)
302 return beta_tup, vcv, info
/dports/math/gretl/gretl-2021d/share/scripts/greene/
H A Dgreene12_1.inp6 ols expend 0 age ownrent income inc2 --vcv
8 ols expend 0 age ownrent income inc2 --vcv --jackknife
/dports/math/gretl/gretl-2021d/addons/gig/
H A Dgig_printout.inp93 function void GJR_alt_param(matrix coeff, matrix vcv, scalar p, scalar q,
97 matrix v_om = vcv[nmX+1:nmX+nvX, nmX+1:nmX+nvX]
100 matrix v_ag = vcv[nmX+nvX+1:nmX+nvX+2*q, nmX+nvX+1:nmX+nvX+2*q]
103 matrix v_bt = vcv[nmX+nvX+2*q+1:nmX+nvX+2*q+p, nmX+nvX+2*q+1:nmX+nvX+2*q+p]
172 vcv = mod.vcv
259 GJR_alt_param(coeff, vcv, p, q, nmX, nvX, mod.vXnames)
271 What shall we do? Transform the estimated parameter (and vcv) into
H A Dgig_estimate.inp29 mod.vcv = Sigma
70 # distrInit, verbose, vcv)
H A Dgig_setup.inp327 est_done = inbundle(m, "vcv")
330 # "vcv" and "stderr" only active ones; shit, what was I thinking?
333 J2 = ones(rows(m.vcv),1)
351 m.vcv = m.vcv .* (J2*J2')
370 scale accounting (coeff, vcv modification etc) for post-estimation.
/dports/science/py-chempy/chempy-0.8.2/chempy/util/tests/
H A Dtest_regression.py25 beta, vcv, r2 = least_squares(x, y)
27 assert np.allclose(vcv, 0)
/dports/math/gretl/gretl-2021d/addons/SVAR/
H A DSVAR_Cfuncs.inp82 matrix *vcv[null],\
90 if exists(vcv)
91 vcv = zeros(n*n,n*n)
188 if exists(vcv)
189 vcv = coeffVCV(Ss[,1:npar], &C)
H A DSVAR_main.inp14 matrix vcv
44 vcv = coeffVCV(Ss[, 1: cols(Ss)-1], &C)
69 # do estimation; note that vcv is estimated inside "estC"
70 matrix C = estC(&param, Sigma, fullRd, &vcv, &errcode, meth, verbosity)
84 # do estimation; note that vcv is estimated inside "estAB"
87 matrix C = estAB(&param, Sigma, aRd, bRd, &vcv, &errcode, meth, \
97 matrix obj.vcv = coeffVCV(Ss[, 1: cols(Ss)-1], &C)
125 matrix obj.vcv = vcv
/dports/math/gretl/gretl-2021d/doc/tex/
H A DgretlStata.tex47 matrix vcv = e(V)
48 gretl_export vcv "vcv.mat"
51 matrix stata_vcv = mread("vcv.mat", 1)
/dports/graphics/osg/OpenSceneGraph-OpenSceneGraph-3.6.5/include/osgUtil/
H A DMeshOptimizers136 VertexCacheVisitor vcv;
137 node->accept(vcv);
138 vcv.optimizeVertices();
/dports/math/gretl/gretl-2021d/lib/src/
H A Dgretl_model.c2488 pmod->vcv = malloc(nxpx * sizeof *pmod->vcv); in gretl_model_new_vcv()
2550 pmod->vcv = tmp; in gretl_model_write_vcv()
2930 VMatrix *vcv; in gretl_model_get_vcv() local
2952 free(vcv); in gretl_model_get_vcv()
2966 free_vmatrix(vcv); in gretl_model_get_vcv()
2975 vcv->vec = copyvec(pmod->vcv, k * (k + 1) / 2); in gretl_model_get_vcv()
2979 free_vmatrix(vcv); in gretl_model_get_vcv()
2984 vcv->dim = k; in gretl_model_get_vcv()
2988 return vcv; in gretl_model_get_vcv()
3605 if (pmod->vcv != NULL) free(pmod->vcv); in clear_model()
[all …]
/dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/tsa/ardl/_pss_critical_values/
H A Dpss.py48 vcv = np.linalg.inv(xpx) * s2
50 rvcvr = r @ vcv @ r.T
/dports/math/gretl/gretl-2021d/addons/regls/
H A Dregls.inp17 function matrix unstdize_vcv (const matrix vcv, scalar sy,
19 return vcv * sy^2 ./ sx'sx
394 if inbundle(ret, "vcv")
395 ret.vcv = unstdize_vcv(ret.vcv, sy, sx)
412 if inbundle(ret, "vcv") && ret.verbosity > 1
413 matrix bse = ret.B ~ (NA | sqrt(diag(ret.vcv)))

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