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RRPP (version 2.0.3)

getResCov: Utility Function for RRPP

Description

A function mostly for internal processing but can be used to extract the residual covariance matrix. This matrix is the residual covariance matrix, not the model covariance matrix used for estimation (see getModelCov). Options for averaging over degrees of freedom or number of observations, plus standardization, are also available.

Usage

getResCov(fit, useDf = TRUE, standardize = FALSE)

Arguments

fit

Object from lm.rrpp

useDf

Logical value for whether the degrees of freedom from the linear model fit should be used (if TRUE), as opposed to the number of observations (if FALSE).

standardize

Logical value for whether residuals should be standardized. If TRUE, a correlation matrix is produced.

Author

Michael Collyer