Compln | R Documentation |
Calculates the canonical completion of partial covariance assuming the domain is given by Omega.
Compln(Cov, Omega, VectorOfTuning)
Cov |
The partial covariance matrix with same dimensions as Omega. |
Omega |
A matrix of 0s and 1s; indicating the domain of partial covariance. |
VectorOfTuning |
vector of truncation parameters with dimension at least m-1 where Omega is an m-serrated domain |
A matrix of the same dimensions: the covariance completion of Cov
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