lam.max.hierband: Computes the smallest lambda such that P=0.
In hierband: Convex Banding of the Covariance Matrix
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
hierband documentation built on May 2, 2019, 4:16 a.m.
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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 |
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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