covf: Correlation estimators
In PengSU517/robcovsel: Robust variable selection based on covariance matrix
View source: R/helper_functions.R
covf R Documentation
Correlation estimators
Description
Correlation estimators
Usage
covf(x, cor.method, scale.method, center.method)
Arguments
x
input matrix
cor.method
"sd" or "qn"
scale.method
could be "pearson", "pair" and "gaussrank"
pda.method
"nearpd" or FALSE
lmin
min threshold of eigenvalues
Value
covmatrix, the estimated covariance matrix
cormatrix, the estimated correlation matrix
scale, the estimated scale vector
lmin, the min threshold of eigenvalues
Examples
x = matrix(rnorm(100), ncol = 10)
covf(x)
PengSU517/robcovsel documentation built on Sept. 13, 2023, 1 a.m.
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View source: R/helper_functions.R
| covf | R Documentation |
Correlation estimators
Description
Correlation estimators
Usage
covf(x, cor.method, scale.method, center.method)
Arguments
x |
input matrix |
cor.method |
"sd" or "qn" |
scale.method |
could be "pearson", "pair" and "gaussrank" |
pda.method |
"nearpd" or FALSE |
lmin |
min threshold of eigenvalues |
Value
covmatrix, the estimated covariance matrix
cormatrix, the estimated correlation matrix
scale, the estimated scale vector
lmin, the min threshold of eigenvalues
Examples
x = matrix(rnorm(100), ncol = 10)
covf(x)
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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