Pooled design-space covariance and Cholesky factor — dkge_pooled_cov_q • dkge

Computes the qxq pooled design covariance and the corresponding Cholesky factor needed for fast kernel alignment screening.

Usage

dkge_pooled_cov_q(B_list, X_list, Omega_list = NULL)

Arguments

B_list: List of qxP subject beta matrices.
X_list: List of Txq subject design matrices.
Omega_list: Optional list of spatial weights.

Value

List containing `C` (pooled covariance in the ruler metric), `R` (upper-triangular Cholesky factor), and `G` (pooled design Gram matrix).

Examples

toy <- dkge_sim_toy(
  factors = list(cond = list(L = 3)),
  active_terms = "cond", S = 3, P = 10, snr = 5
)
pooled <- dkge_pooled_cov_q(toy$B_list, toy$X_list)
dim(pooled$C)
#> [1] 4 4