Description
Usage
Arguments
Details
Value
Author(s)
See Also
Examples
View source: R/rags2ridgesDepr.R
This function is now deprecated. Please use CNplot
instead.
 (S, lambdaMin, lambdaMax, , = "Alt",
target = (S), = "2",
digitLoss = , rlDist = ,
vertical = , value, main = ,
nOutput = , verbose = )

S 
Sample covariance matrix .

lambdaMin 
A numeric giving the minimum value for the penalty parameter.

lambdaMax 
A numeric giving the maximum value for the penalty parameter.

step 
An integer determining the number of steps in moving through the grid [lambdaMin , lambdaMax ].

type 
A character indicating the type of ridge estimator to be used. Must be one of: "Alt", "ArchI", "ArchII".

target 
A target matrix (in precision terms) for Type I ridge estimators.

norm 
A character indicating the norm under which the condition number is to be calculated/estimated. Must be one of: "1", "2".

digitLoss 
A logical indicating if the approximate loss in digits of accuracy should also be visualized in the output graph.

rlDist 
A logical indicating if the relative distance to the set of singular matrices should also be visualized in the output graph.

vertical 
A logical indicating if output graph should come with a vertical line at a prespecified value for the penalty parameter.

value 
A numeric indicating a prespecified value for the penalty parameter.

main 
A logical indicating if output graph should contain type of estimator as main title.

nOutput 
A logical indicating if numeric output should be returned.

verbose 
A logical indicating if information on progress should be printed on screen.

See CNplot
.
The function returns a graph. If nOutput = TRUE
the function also returns an object of class list
:
lambdas 
A numeric vector representing all values of the penalty parameter for which the condition number was calculated.

conditionNumbers 
A numeric vector containing the condition number for each value of the penalty parameter given in lambdas .

Carel F.W. Peeters <[email protected]>
CNplot
 ## Obtain some (highdimensional) data
p = 25
n = 10
(333)
X = ((n*p), = n, = p)
(X)[1:25] = [1:25]
Cx < (X)
## Assess spectral condition number across grid of penalty parameter
(Cx, lambdaMin = .0001, lambdaMax = 50, = 1000)

CFWP/rags2ridges documentation built on Sept. 23, 2017, 6:38 a.m.