computeEll: Estimate Ell of Spiked Covariance Matrix Estimator
In cvCovEst: Cross-Validated Covariance Matrix Estimation
View source: R/spikedCovarianceHelpers.R
computeEll R Documentation
Estimate Ell of Spiked Covariance Matrix Estimator
Description
computeEll() computes the ell value described in
\insertCitedonoho2018;textualcvCovEst.
Usage
computeEll(scaled_eig_vals, p, p_n_ratio)
Arguments
scaled_eig_vals
A numeric vector of scaled estimated
eigenvalues.
p
A numeric integer indicating the number of features in the
data.
p_n_ratio
A numeric indicating the asymptotic ratio of the
number of features, p, and the number of observations, n. This ratio is
assumed to be between 0 and 1.
Value
A numeric vector.
References
\insertAllCited
cvCovEst documentation built on May 29, 2024, 5:51 a.m.
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View source: R/spikedCovarianceHelpers.R
| computeEll | R Documentation |
Estimate Ell of Spiked Covariance Matrix Estimator
Description
computeEll() computes the ell value described in
\insertCitedonoho2018;textualcvCovEst.
Usage
computeEll(scaled_eig_vals, p, p_n_ratio)
Arguments
scaled_eig_vals |
A |
p |
A |
p_n_ratio |
A |
Value
A numeric vector.
References
\insertAllCitedR 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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