eigvals: Maximum and Minimum Eigenvalue of an R-separable Covariance

In TMasak/surfcov: Random Surfaces' Covariance Estimation beyond Separability

Maximum and Minimum Eigenvalue of an R-separable Covariance

Description

Maximum and Minimum Eigenvalue of an R-separable Covariance

Usage

eigvals(Est, tol = 1e-10, maxiter = 10000)

Arguments

Est	R-separable covariance given as a list of 3: A - array of size R x K1 x K1, the first R temporal kernels; B - array of size R x K2 x K2, the first R spatial kernels; sigma - vector of length R, the separable component scores
tol	stopping criterion
maxiter	maximum number of iterations

Value

list of 2: min - the minimum eigenvalue; max - the maximum eigenvalue

Examples

X <- array(runif(20*3*4),c(20,3,4))
Res <- scd_est(X,2)
eigvals(Res)

TMasak/surfcov documentation built on April 25, 2022, 12:15 a.m.