tr: Trace of matrix

Description Usage Arguments Details Value Author(s) References Examples

View source: R/JPEN.R

Description

Returns the trace of a matrix

Usage

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tr(A)

Arguments

A

A is the input matrix.

Details

Returns the trace (sum of diagonal elements )of input matrix).

Value

Trace of input matrix.

Author(s)

Ashwini Maurya, Email: mauryaas@msu.edu

References

A Well Conditioned and Sparse Estimate of Covariance and Inverse Covariance Matrix Using Joint Penalty. Submitted. http://arxiv.org/pdf/1412.7907v2.pdf

Examples

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p=10;n=100;Sig=diag(p);
y=rmvnorm(n,mean=rep(0,p),sigma=Sig);
S=var(y);
tr(S);

JPEN documentation built on May 2, 2019, 5:54 a.m.