LC.Avalue: U-statistic of tr(cov(X)^2)
In lingxuez/sLED: A Sparse Leading Eigenvalue Driven (sLED) Test for High-dimensional Matrices
Description
Usage
Arguments
Value
Description
Calculate the A value as in Li and Chen (2012) equation (2.1),
for estimating tr(cov(X)^2).
As suggested in the paper, only the first term is used after centering data.
Usage
1
LC.Avalue(X)
Arguments
X
n by p matrix, columns are features, centered such that colMean=0
Value
A number, the U statistic for tr(cov(X)^2).
lingxuez/sLED documentation built on May 7, 2019, 2:55 a.m.
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Description Usage Arguments Value
Description
Calculate the A value as in Li and Chen (2012) equation (2.1), for estimating tr(cov(X)^2). As suggested in the paper, only the first term is used after centering data.
Usage
1 | LC.Avalue(X)
|
Arguments
X |
n by p matrix, columns are features, centered such that colMean=0 |
Value
A number, the U statistic for tr(cov(X)^2).
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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