Computes the Frobenius-normalised conformal normal curvature (CNC) matrix
of Poon and Poon (1999) for a given perturbation matrix and information
matrix inverse.
Usage
cnc_matrix(Delta, info_inv)
Arguments
- Delta
A perturbation matrix of dimension (M+m+p) x n, e.g. from
delta_caseweights().
- info_inv
The inverse information matrix from bic_info().
Value
A list with the n x n CNC matrix B, its eigenvalues
lambda (normalised so that the sum of squares is one), eigenvectors
vectors, and the Frobenius norm normF of the unnormalised curvature.
References
Poon, W.-Y. and Poon, Y. S. (1999). Conformal normal curvature and
assessment of local influence. Journal of the Royal Statistical
Society: Series B, 61(1), 51-61.