matrixMetrics: General Matrix Metrics

View source: R/summary_functions.R

matrixMetricsR Documentation

General Matrix Metrics

Description

matrixMetrics computes the condition number, sparsity, and sign of a covariance matrix estimate.

Usage

matrixMetrics(estimate)

Arguments

estimate

A matrix corresponding to a covariance matrix estimate.

Value

A named list containing the three values.


PhilBoileau/cvCovEst documentation built on Feb. 21, 2024, 5:16 a.m.