compute_estimated_n: Estimate Degrees of Freedom by Linear Projection
In itamarfaran/corrfuncs: Analysis of populations of correlation matrices

Description Usage Arguments Value Functions

Estimate the Degrees of Freedom of a model by projecting the theoretical variance on the estimated (empirical) variance. When using compute_estimated_n, the theoretical variance is computed using corrmat_covariance

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compute_estimated_n_raw(est, theo, only_diag = FALSE)

compute_estimated_n(obj, only_diag = TRUE)

`est`	the empirical covariance matrix, n^{-1}≤ft(Y-\hat{μ}\right)≤ft(Y-\hat{μ}\right)^{t}
`theo`	the theoretical covariance matrix
`only_diag`	logical, whether to use only the diagonal (variances) or the whole matrix. Default FALSE
`obj`	array of correlation matrices or a matrix of diagnolized correlation matrices.