pseudoinverse: Pseudoinverse of the sample covariance matrix

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

Description

pseudoinverse computes the Moore-Penrose inverse of the sample covariance matrix using the RcppArmadillo interface for fast pseudoinverse calculations via divide and conquer method.

Usage

pseudoinverse(x, y, tolerance = 0)

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).
tolerance	Positive value τ such that positive eigenvalues of the sample covariance matrix that are below τ trΣ are discarded for inverse computation (default: 0).

Value

A matrix containing the pseudoinverse of the sample covariance matrix.

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