ECD: ECD algorithm

Description Usage Arguments Details Value

View source: R/GammaECD.R

Description

Function for solving envelope based on ECD algorithm

Usage

1
ECD(S, Sx, d, maxiter = 2000)

Arguments

Sx

Sample covariance matrix

S

Weighted covariance matrix across all clusters

d

Selected envelope dimension

maxiter

Maximum iteration

Details

Used in clemm_em function

Value

Ghat

Eestimation of envelope basis


kusakehan/CLEMM documentation built on May 24, 2019, 2:46 p.m.