lam.max.hierband: Computes the smallest lambda such that P=0.

Description

Computes lambda_max, which is the smallest value of lam for which hierband (with delta=NULL) gives a diagonal covariance matrix.

Usage

1
lam.max.hierband(Sighat, ww)

Arguments

Sighat

empirical covariance matrix

ww

the diagonal of w


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