get_Omega: Covariance matrix estimation

Description Usage Details

Description

Covariance matrix from the asymptotic distribution derived in Gossmann et. al. (2018)

Usage

1
get_Omega(u0, S_X1, S_Y1, S_Y1X1)

Details

Get the covariance matrix defined in Theorem 1 of Gossmann et. al. (2018) "FDR-Corrected Sparse Canonical Correlation Analysis with Applications to Imaging Genomics" (https://arxiv.org/pdf/1705.04312).


agisga/FDRcorrectedSCCA documentation built on May 20, 2019, 6:45 p.m.