sp_eigen: Normalized eigenvalues of a symmetric matrix.

Description Usage Arguments Value

View source: R/Bayesian.R

Description

This is a rather simple function, performing the eigenvalue computation for a covariance matrix. Used for the selection of common latent factor dimensions.

Usage

1
sp_eigen(SigPhi)

Arguments

SigPhi

Symmetric matrix, of size p x p.

Value

The normalized eigenvalues of SigPhi, a vector of length p.


rdevito/MSFA documentation built on March 18, 2020, 2:57 p.m.