eigenDimensionReduction: Wrapperfor base::eigen, used in case this function switches...

Description Usage Arguments Value Examples

Description

Wrapperfor base::eigen, used in case this function switches to Rcpp eigen

Usage

1
eigenDimensionReduction(covarianceMatrix)

Arguments

covarianceMatrix

which is a numeric square matrix

Value

a list object with eigenvalues and eigenvectors

Examples

1
none

erolbicero/propfolio documentation built on May 16, 2019, 8:48 a.m.