eigenvalues: Positive eigenvalues of the sample covariance matrix

In astamm/fdahotelling: Inference for Functional Data Analysis in R

Description

eigenvalues computes the positive eigenvalues of the sample covariance matrix using the RcppArmadillo interface for fast eigen-decomposition via divide and conquer method.

Usage

eigenvalues(x, y)

Arguments

x	Dataframe or matrix containing the data collected from 1st population.
y	Dataframe or matrix containing the data collected from 2nd population (default: NULL).

Value

A numeric vector with the positive eigenvalues of the sample covariance matrix or sample pooled covariance matrix when a second dataset is provided.

astamm/fdahotelling documentation built on May 10, 2019, 2:05 p.m.