fd: Frobenius Matrix Discrepancy
In cvsem: SEM Model Comparison with K-Fold Cross-Validation
View source: R/DistanceMetrics.R
fd R Documentation
Frobenius Matrix Discrepancy
Description
Frobenius Distance as described in \insertCiteBiscay1997cvsem or \insertCiteAmendola2015cvsem.
Usage
fd(implied_Sigma, test_S)
Arguments
implied_Sigma
Model implied covariances matrix from training set
test_S
Sample covariance matrix from test set
Value
FD discrepancy
References
\insertAllCited()
cvsem documentation built on Aug. 13, 2022, 5:06 p.m.
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View source: R/DistanceMetrics.R
| fd | R Documentation |
Frobenius Matrix Discrepancy
Description
Frobenius Distance as described in \insertCiteBiscay1997cvsem or \insertCiteAmendola2015cvsem.
Usage
fd(implied_Sigma, test_S)
Arguments
implied_Sigma |
Model implied covariances matrix from training set |
test_S |
Sample covariance matrix from test set |
Value
FD discrepancy
References
\insertAllCited()
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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