marchenko_pastur_quantile: Quantile for Marchenko Pastur Distribution
In CHuanSite/SJD: Structured Joint Decomposition (SJD)
View source: R/quantileMarchenkoPastur.R
marchenko_pastur_quantile R Documentation
Quantile for Marchenko Pastur Distribution
Description
Compute the q quantile for Marchenko Pastur Distribution with n and p
Usage
marchenko_pastur_quantile(q, n, p, step_size = 1e-04)
Arguments
q
quantile to be chosen
n
number of samples to be considered
p
dimension of the covariance matrix
step_size
step length to do numerical integration
Value
Quantile location
Examples
out = marchenko_pastur_quantile(0.2, 50, 500)
CHuanSite/SJD documentation built on Nov. 29, 2024, 5:52 a.m.
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View source: R/quantileMarchenkoPastur.R
| marchenko_pastur_quantile | R Documentation |
Quantile for Marchenko Pastur Distribution
Description
Compute the q quantile for Marchenko Pastur Distribution with n and p
Usage
marchenko_pastur_quantile(q, n, p, step_size = 1e-04)
Arguments
q |
quantile to be chosen |
n |
number of samples to be considered |
p |
dimension of the covariance matrix |
step_size |
step length to do numerical integration |
Value
Quantile location
Examples
out = marchenko_pastur_quantile(0.2, 50, 500)
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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