Description Usage Arguments Value Examples
cov2weight(S)
returns the numeric vector in which the diagonal
elements of the matrix D are arranged, where DSD is the bi-unit
canonical form of S.
1 2 |
S |
Covariance matrix, especially it is positive semi-definite. |
Dvec |
Numeric vector of initial values of iteration. |
nu |
Numeric vector of subjective importance. It determines the importance of each of the variates. |
tol |
Numeric number of tolerance. If the minimum eigenvalue of |
force |
Logical: if force=FALSE, |
Numeric vector of diagonal elements of D, which appears in the bi-unit canonical form DSD of S.
1 2 3 4 5 6 7 8 9 10 11 |
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