divide_sdp: Approximate a covariance matrix by a block diagonal matrix...
In MFKnockoffs: Model-Free Knockoff Filter for Controlled Variable Selection
Description
Approximate a covariance matrix by a block diagonal matrix with blocks
of approximately equal size using Ward's method for hierarchical clustering
Usage
1
divide_sdp(Sigma, nBlocks = 10)
MFKnockoffs documentation built on May 2, 2019, 6:33 a.m.
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Description
Approximate a covariance matrix by a block diagonal matrix with blocks of approximately equal size using Ward's method for hierarchical clustering
Usage
1 | divide_sdp(Sigma, nBlocks = 10)
|
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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