sigmae2_v_est: title empirical sample variance matrix estimation

In kkdey/flashr: Factor Loading Adaptive SHrinkage in R

Description

description this function is to calculate the empirical sample variance matrix sigmae2_v

Usage

sigmae2_v_est(Y, El, Ef, El2, Ef2, fl_list = list())

Arguments

Y	which is the residual
El	mean estimation for the current loading
Ef	mean estimation for the current factor
El2	second momnet estimation for the current factor
Ef2	second moment estimation for the current loading
fl_list	this is a list for the El Ef El2 and Ef2 from other factors

Value

sigmae2_v empirical sample variance matrix

kkdey/flashr documentation built on May 20, 2019, 10:36 a.m.