rcor_mat_est: Generate a random correlation matrix estimate
In NeymanPearsonFan1/tpca: A function for tailoring PCA to change detection
Description
Usage
Arguments
Value
Description
Generates a random correlation matrix by R rcor_mat
before drawing a Wishart matrix with parameters R and n.
Lastly, the Wishart matrix is standardized to a correlation matrix.
Usage
1
rcor_mat_est(d, k0 = d, n = 2 * d, ...)
Arguments
d
An integer specifying the dimension of the correlation matrix.
k0
An integer. d - k0 are the number of independent dimensions.
n
An integer specifying the number of samples the estimate is based on.
...
Other arguments to rcor_mat.
Value
A correlation matrix estimate with an attribute 'n_obs', indicating
how many samples the estimate is based on.
NeymanPearsonFan1/tpca documentation built on June 6, 2019, 7:40 a.m.
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Description Usage Arguments Value
Description
Generates a random correlation matrix by R rcor_mat
before drawing a Wishart matrix with parameters R and n.
Lastly, the Wishart matrix is standardized to a correlation matrix.
Usage
1 | rcor_mat_est(d, k0 = d, n = 2 * d, ...)
|
Arguments
d |
An integer specifying the dimension of the correlation matrix. |
k0 |
An integer. d - k0 are the number of independent dimensions. |
n |
An integer specifying the number of samples the estimate is based on. |
... |
Other arguments to |
Value
A correlation matrix estimate with an attribute 'n_obs', indicating how many samples the estimate is based on.
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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