Convert factor loadings to cross-biomarker covariance
Source:R/cross_cov_from_loadings.R
cross_cov_from_loadings.RdIn the Model 2a factor parameterization, the same-parameter cross-biomarker
covariance for biomarkers 1 and 2 is the product of their loadings:
$$c_p = \lambda_{1,p}\,\lambda_{2,p}.$$
This pure helper computes c_p for one MCMC draw (or any single set of
loadings). It contains no fitting logic and is trivial to unit-test.
Arguments
- lambda_mat
A
K x Pmatrix of loadings, rows = biomarkers, columns = kinetic parameters. Only the first two rows are used (Model 2a pairs two biomarkers).