Cai.theta.sigma: Estimation of cov(X) and its variance
In lingxuez/sLED: A Sparse Leading Eigenvalue Driven (sLED) Test for High-dimensional Matrices
Description
Usage
Arguments
Value
See Also
Description
A helper function to calculate an estimation of cov(X) (sigma)
and its variance (theta). See equation (2) in Cai (2013)
Usage
1
Arguments
X
n by p observation matrix, columns are features
Value
A list with the following components:
sigma
A p-by-p matrix, estimation of cov(X)
theta
A p-by-p matrix, estimation of the variance of cov(X)
See Also
lingxuez/sLED documentation built on May 7, 2019, 2:55 a.m.
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Description Usage Arguments Value See Also
Description
A helper function to calculate an estimation of cov(X) (sigma)
and its variance (theta). See equation (2) in Cai (2013)
Usage
1 |
Arguments
X |
n by p observation matrix, columns are features |
Value
A list with the following components:
sigma |
A p-by-p matrix, estimation of cov(X) |
theta |
A p-by-p matrix, estimation of the variance of cov(X) |
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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