est_up(E, k = 5)
the observation matrix such that each of its row has a block structure correlation matrix Sigma wich has a low rank once its diagonal is removed.
the rank of the correlation matrix of
an approximation of the correlation matrix of
E with its diagonal removed
1 2 3 4 5 6 7
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.