Description Usage Arguments Value Examples
Computation of covariance- or correlation-matrix. Shrinkage estimate through the use of 'lambda'. Weights for observations can be passed.
1 |
X |
matrix |
lambda |
numeric scalar, shrinkage parameter |
w |
numeric vector of weights with same lengths as rows in X |
compute_cor |
boolean - defines whether the functions returns a correlation- rather than a covariance matrix |
Covariance matrix with dimension ncol(X)
1 2 3 4 5 6 7 8 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.