banding: A Banding Operator on A Matrix
In CVTuningCov: Regularized Estimators of Covariance Matrices with CV Tuning
Description
Usage
Arguments
Value
Author(s)
References
Examples
Description
Generate a banding operator with given dimention and tuning parameter. Multiplying
it on a covariance matrix by componentwise product can provide a regularized estimator
with the banding method.
Usage
1
banding(p, k = 1)
Arguments
p
the dimension of a covariance matrix.
k
the default value is 1.
Value
a p*p matrix.
Author(s)
Binhuan Wang
References
Bickel, P and Levina, E, Regularized estimation of large covariance matrices,
Annals of Statistics, 36, 199-227 (2008).
Examples
1
2
3
p <- 5;
W <- banding(p,k=2) ;
W;
CVTuningCov documentation built on May 2, 2019, 7:23 a.m.
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Description Usage Arguments Value Author(s) References Examples
Description
Generate a banding operator with given dimention and tuning parameter. Multiplying it on a covariance matrix by componentwise product can provide a regularized estimator with the banding method.
Usage
1 | banding(p, k = 1)
|
Arguments
p |
the dimension of a covariance matrix. |
k |
the default value is 1. |
Value
a p*p matrix.
Author(s)
Binhuan Wang
References
Bickel, P and Levina, E, Regularized estimation of large covariance matrices, Annals of Statistics, 36, 199-227 (2008).
Examples
1 2 3 | p <- 5;
W <- banding(p,k=2) ;
W;
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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