ml_solver: Compute shrinkage of eigenvalues for condreg
In CondReg: Condition Number Regularized Covariance Estimation
Description
Usage
Arguments
Value
Description
Compute shrinkage of eigenvalues for condreg
Usage
1
Arguments
L
vector of eigenvalues
k
vector of penalties
dir
direction of path solver ('forward' or 'backward')
Value
list of vector of shrinked eigenvalues Lbar,
optimal u value uopt and interval indicator intv.
CondReg documentation built on May 2, 2019, 4:52 a.m.
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Description Usage Arguments Value
Description
Compute shrinkage of eigenvalues for condreg
Usage
1 |
Arguments
L |
vector of eigenvalues |
k |
vector of penalties |
dir |
direction of path solver ('forward' or 'backward') |
Value
list of vector of shrinked eigenvalues Lbar,
optimal u value uopt and interval indicator intv.
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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