getMaxCov: Max value of cov

In pulsar: Parallel Utilities for Lambda Selection along a Regularization Path

Max value of cov

Description

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

Usage

getMaxCov(x, cov = isSymmetric(x), abs = TRUE, diag = FALSE)

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

pulsar documentation built on Sept. 25, 2023, 1:08 a.m.