haff_eig: Stein/Haff's ordered eigenvalue estimates

Description Usage Arguments Value Examples

View source: R/stcov.R

Description

Stein/Haff's ordered eigenvalue estimates

Usage

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haff_eig(l, n)

Arguments

l

Sample eigenvalues

n

Number of observations

Value

Estimated eigenvalues

Examples

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p <- 5
n <- 10
S <- rWishart(1, n, diag(p))[,,1]
l <- eigen(S)$val
haff_eig(l, n)

stcov documentation built on May 29, 2017, 9:14 a.m.