View source: R/ECM_functions.r
p_find_sECM performs a bisection search, finds an s such that FirstDer(s)=log(lambdaECM)
1 | p_find_sECM(lambdaECM, N1, N2, sigma_eigv)
|
lambdaECM |
The value of the ECM statistic. |
N1 |
Number of rows in matrix 1 |
N2 |
Number of rows in matrix 2 |
sigma_eigv |
A vector of eigenvalues of (Sigma11)*(inv-Sigma22) |
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