negLLrobOmega: -log Likelihood on test set
In robustcov: Collection of Robust Covariance and (Sparse) Precision Matrix Estimators
Description
Usage
Arguments
Value
Description
The default evaluation function in corss validation, -log liekihood on test set
Usage
1
negLLrobOmega(Sigma_hat, Sigma)
Arguments
Sigma_hat
the estimated *covariance* matrix of training set
Sigma
the *covariance* matrix of test sets
Value
-log likelihood
robustcov documentation built on Aug. 4, 2021, 5:07 p.m.
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Description Usage Arguments Value
Description
The default evaluation function in corss validation, -log liekihood on test set
Usage
1 | negLLrobOmega(Sigma_hat, Sigma)
|
Arguments
Sigma_hat |
the estimated *covariance* matrix of training set |
Sigma |
the *covariance* matrix of test sets |
Value
-log likelihood
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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