pivot.approx: Computes the pivot s_2 (approximate pivot)

Description Usage Arguments Value Examples

Description

Computes the pivot s_2 (approximate pivot)

Usage

1

Arguments

X

nxd matrix (n observations, d dimensions)

Value

the approximate pivot

Examples

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library(MASS)
mu = c(0,0)
Sigma = matrix(c(1,0.5,1,0.5), ncol = 2)
X = mvrnorm(n = 5000, mu = mu, Sigma = Sigma)
Phi = pivot.approx(X)

asiffer/Rfolding documentation built on May 6, 2019, 6:57 p.m.