updateFAHomVar | R Documentation |
Update W and P used in the iteration process in the EMFA algorithm in case the variance is homogeneous.
updateFAHomVar(s, wNew, pNew, m, maxDiag = 10000)
s |
A p x p sample covariance matrix. |
m |
An integer. The order of the model. |
maxDiag |
A numerical value for the maximum value of sigma2. |
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