crbulk: Computes multiple solutions
In CondReg: Condition Number Regularized Covariance Estimation
Description
Usage
Arguments
Value
Description
Computes multiple solutions
Usage
1
crbulk(S, k)
Arguments
S
sample covariance matrix
k
vector of regularization parameters
Value
list of orthogonal matrix Q, shrinked eigenvalues Lbar
(shrinkage depending on penalty parameters) and
sample eigenvalues L
CondReg documentation built on May 2, 2019, 4:52 a.m.
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Description Usage Arguments Value
Description
Computes multiple solutions
Usage
1 | crbulk(S, k)
|
Arguments
S |
sample covariance matrix |
k |
vector of regularization parameters |
Value
list of orthogonal matrix Q, shrinked eigenvalues Lbar (shrinkage depending on penalty parameters) and sample eigenvalues L
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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