var.estimate {yest} | R Documentation |
var.estimate(data=NA,inv=TRUE,tol = 1e-06,nb.trials=10,trim=0.1)
data |
dataset |
inv |
whether variance (inv=FALSE) or inverse variance (inv=TRUE) matrix should be estimated |
tol |
tolerance for numerical lack of positive-definiteness |
nb.trials |
how many starting values should be tried in optimization |
trim |
trimming constant used for averaging |
Considers all groups of four variables and estimates variance matrix for each group by BIC model selection process.
A list of a variance and inverse variance matrix.