Last updated: 2018-11-29

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Rmd	851bc9b	zouyuxin	2018-08-15	wflow_publish(“analysis/EstimateCorIndex.Rmd”)
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Rmd	564d539	zouyuxin	2018-08-15	wflow_publish(c(“analysis/EstimateCorIndex.Rmd”))
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Rmd	2074f93	zouyuxin	2018-08-13	wflow_publish(c(“analysis/EstimateCorIndex.Rmd”, “analysis/index.Rmd”))

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• Estimate cor problem

• Using optim function to estimate cor: Estimate cor optim

• Using EM to estimate cor (\(\rho\)):

  Estimate cor EM optim

  Estimate cor EM rho

• Using EM to estimate cor (\(V\)): Estimate cor EM V

• The examples above are in \(\mathcal{R}^{2}\). Here are more simulations to compare different methods for \(R > 2\) : Estimate cor in mash

• Fewer iteration: Estimate cor EM V fewer iteration (niter = 3)

• Shorter Ulist: Estimate cor EM V shorter Ulist

• Smaller samples: Estimate cor EM V subset data

• Problem: mV problem

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