dot-approximate_covariance: Approximate Covariance as U_i Lambda_i U_i^T + sigma^2 I...

.approximate_covarianceR Documentation

Approximate Covariance as U_i Lambda_i U_i^T + sigma^2 I (Section 6)

Description

Approximate Covariance as U_i Lambda_i U_i^T + sigma^2 I (Section 6)

Usage

.approximate_covariance(Xc, energyThreshold = 0.9)

bbuchsbaum/discursive documentation built on April 14, 2025, 4:57 p.m.