tr_estimate: Estimate the trace of the covariance matrix and its square
In semidist: Measure Dependence Between Categorical and Continuous Variables
tr_estimate R Documentation
Estimate the trace of the covariance matrix and its square
Description
For a design matrix \mathbf{X}, estimate the trace of its covariance matrix \Sigma = \mathrm{cov}(\mathbf{X}),
and the square of covariance matrix \Sigma^2.
Usage
tr_estimate(X)
Arguments
X
The design matrix.
Value
A list with elements:
-
tr_S: estimate for trace of \Sigma;
-
tr_S2: estimate for trace of \Sigma^2.
semidist documentation built on Nov. 21, 2023, 9:06 a.m.
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| tr_estimate | R Documentation |
Estimate the trace of the covariance matrix and its square
Description
For a design matrix \mathbf{X}, estimate the trace of its covariance matrix \Sigma = \mathrm{cov}(\mathbf{X}),
and the square of covariance matrix \Sigma^2.
Usage
tr_estimate(X)
Arguments
X |
The design matrix. |
Value
A list with elements:
-
tr_S: estimate for trace of\Sigma; -
tr_S2: estimate for trace of\Sigma^2.
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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