F.norm2: The Squared Frobenius Norm
In FinCovRegularization: Covariance Matrix Estimation and Regularization for Finance
Description
Usage
Arguments
Value
Examples
Description
Calculate the squared Frobenius norm of a matrix
Usage
1
Arguments
matrix
a matrix
Value
a scalar of the squared Frobenius norm
Examples
1
2
3
data(m.excess.c10sp9003)
cov.SAM <- cov(m.excess.c10sp9003)
F.norm2(cov.SAM)
FinCovRegularization documentation built on May 1, 2019, 8:48 p.m.
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Description Usage Arguments Value Examples
Description
Calculate the squared Frobenius norm of a matrix
Usage
1 |
Arguments
matrix |
a matrix |
Value
a scalar of the squared Frobenius norm
Examples
1 2 3 | data(m.excess.c10sp9003)
cov.SAM <- cov(m.excess.c10sp9003)
F.norm2(cov.SAM)
|
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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