rmtdata: Simulated data for Spiked Covarianve Model

Description Usage

Description

Contains large data for 500 observations and 100 variables based on standard normal independent random variables. It has 15 spikes. The number of spikes can be correctly detected using the fitting procedure as described in the code.

Usage

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covmat documentation built on May 20, 2017, 2:16 a.m.

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