Description Usage Arguments Value
This is a rather simple function, performing the eigenvalue computation for a covariance matrix. Used for the selection of common latent factor dimensions.
1 | sp_eigen(SigPhi)
|
SigPhi |
Symmetric matrix, of size p x p. |
The normalized eigenvalues of SigPhi
, a vector of length p.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.