nearpdf: PD calibration
In PengSU517/robcovsel: Robust variable selection based on covariance matrix
View source: R/helper_functions.R
nearpdf R Documentation
PD calibration
Description
PD calibration
Usage
nearpdf(cormatrix, pda.method = "shrink", lmin = 0.1)
Arguments
cormatrix
input cormatrix
pda.method
"nearpd" or FALSE
lmin
the min threshold of eigenvalues
Value
cormatrix.pd, the positive-definite adjusted correlation matrix
lmin, the min threshold of eigenvalues
Examples
x = matrix(rnorm(100), ncol = 10)
nearpdf(cor(x), pda.method = "nearpd", lmin = 0.1)
PengSU517/robcovsel documentation built on Sept. 13, 2023, 1 a.m.
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View source: R/helper_functions.R
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PD calibration
Description
PD calibration
Usage
nearpdf(cormatrix, pda.method = "shrink", lmin = 0.1)
Arguments
cormatrix |
input cormatrix |
pda.method |
"nearpd" or FALSE |
lmin |
the min threshold of eigenvalues |
Value
cormatrix.pd, the positive-definite adjusted correlation matrix
lmin, the min threshold of eigenvalues
Examples
x = matrix(rnorm(100), ncol = 10)
nearpdf(cor(x), pda.method = "nearpd", lmin = 0.1)
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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