LC.Cvalue: U-statistic of tr(cov(X)cov(Y)).
In lingxuez/sLED: A Sparse Leading Eigenvalue Driven (sLED) Test for High-dimensional Matrices
Description
Usage
Arguments
Value
Description
Calculate the C value as in Li and Chen (2012) equation (2.2),
for estimating tr(cov(X)cov(Y)).
As suggested in the paper, only the first term is used after centering data.
Usage
1
LC.Cvalue(X, Y)
Arguments
X
n1 by p matrix of the first population, centered with colMean=0
Y
n2 by p matrix of the second population, centered with colMean=0
Value
A number, the U statistic for tr(cov(X)cov(Y)).
lingxuez/sLED documentation built on May 7, 2019, 2:55 a.m.
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.
Description Usage Arguments Value
Description
Calculate the C value as in Li and Chen (2012) equation (2.2), for estimating tr(cov(X)cov(Y)). As suggested in the paper, only the first term is used after centering data.
Usage
1 | LC.Cvalue(X, Y)
|
Arguments
X |
n1 by p matrix of the first population, centered with colMean=0 |
Y |
n2 by p matrix of the second population, centered with colMean=0 |
Value
A number, the U statistic for tr(cov(X)cov(Y)).
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.