divide.sdp: Approximate a covariance matrix by a block diagonal matrix...
In knockoff: The Knockoff Filter for Controlled Variable Selection
divide.sdp R Documentation
Approximate a covariance matrix by a block diagonal matrix with blocks
of approximately equal size using Ward's method for hierarchical clustering
Description
Approximate a covariance matrix by a block diagonal matrix with blocks
of approximately equal size using Ward's method for hierarchical clustering
Usage
divide.sdp(Sigma, max.size)
knockoff documentation built on Aug. 15, 2022, 9:06 a.m.
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| divide.sdp | R Documentation |
Approximate a covariance matrix by a block diagonal matrix with blocks of approximately equal size using Ward's method for hierarchical clustering
Description
Approximate a covariance matrix by a block diagonal matrix with blocks of approximately equal size using Ward's method for hierarchical clustering
Usage
divide.sdp(Sigma, max.size)
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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