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Update RCIT.R
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ericstrobl authored Sep 2, 2018
1 parent 072b365 commit 8dc7d5f
Showing 1 changed file with 2 additions and 1 deletion.
3 changes: 2 additions & 1 deletion R/RCIT.R
Original file line number Diff line number Diff line change
Expand Up @@ -81,7 +81,8 @@ RCIT <- function(x,y,z=NULL,approx="lpd4",num_f=50,num_f2=5, seed=NULL){

Czz = cov(f_z);

i_Czz = ginv(Czz+diag(num_f)*1E-10); #requires library(MASS)
i_Czz = chol2inv(chol( Czz + diag(num_f) * 1e-10))
# i_Czz = ginv(Czz+diag(num_f)*1E-10); #requires library(MASS)
Cxz=cov(f_x,f_z);
Czy=cov(f_z,f_y);

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