divide.sdp: Approximate a covariance matrix by a block diagonal matrix...

Description Usage

View source: R/solve_asdp.R

Description

Approximate a covariance matrix by a block diagonal matrix with blocks of approximately equal size using Ward's method for hierarchical clustering

Usage

1
divide.sdp(Sigma, max.size)

knockoff documentation built on July 2, 2020, 12:02 a.m.