Max value of cov

Description

Get the maximum [absolute] value of a covariance matrix.

Usage

1

Arguments

x

A matrix/Matrix of data or covariance

cov

Flag if x is a covariance matrix, Set False is x is an nxp data matrix. By default, if x is symmetric, assume it is a covariance matrix.

abs

Flag to get max absolute value

diag

Flag to include diagonal entries in the max

Details

This function is useful to determine the theoretical value for lambda_max - for Gaussian data, but may be a useful starting point in the general case as well.

See Also

getLamPath