ash_cor: Adaptive shrinkage of a correlation matrix

Description Usage Arguments Value

Description

This function performs adaptive shrinkage of a correlation matrix

Usage

1
ash_cor(cormat, nsamples, image = FALSE)

Arguments

cormat

The estimated sample correlation matrix

nsamples

The number of samples over which the correlation matrix is estimated.

image

if TRUE, plots an image of the shrunk and non-shrunk correlation matrices

Value

Returns a shrunk version of the sample correlation matrix (the output is also a correlation matrix)


kkdey/ashnet documentation built on May 20, 2019, 10:33 a.m.