Compln: Completion

View source: R/covcomp.R

ComplnR Documentation

Completion

Description

Calculates the canonical completion of partial covariance assuming the domain is given by Omega.

Usage

Compln(Cov, Omega, VectorOfTuning)

Arguments

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

Value

A matrix of the same dimensions: the covariance completion of Cov


kgw-stack/covcomp documentation built on Feb. 3, 2024, 5:57 p.m.