sqrtmat.comp: Compute squareroot of large covariance matrix
In seonjoo/sparsemediation: Sparse Mediation For High-Dimensional Mediators
Description
Usage
Arguments
Value
Author(s)
References
Examples
Description
Compute squareroot of large covariance matrix
Usage
1
sqrtmat.comp(mat, thresh = 10^(-20), K = NULL)
Arguments
mat
Covariance matrix
thresh
(default=10^(-20))
K
Dimension of the matrix. Default is set as ncol(mat)-1
Value
squareroot of matrix
Author(s)
Seonjoo Lee, sl3670@cumc.columbia.edu
References
TBA
Examples
1
2
3
4
set.seed(1234)
x=matrix(100*20,100,20)
covmat=cov(x)
sqrtmat.comp(covmat)
seonjoo/sparsemediation documentation built on June 8, 2019, 1:50 a.m.
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Description Usage Arguments Value Author(s) References Examples
Description
Compute squareroot of large covariance matrix
Usage
1 | sqrtmat.comp(mat, thresh = 10^(-20), K = NULL)
|
Arguments
mat |
Covariance matrix |
thresh |
(default=10^(-20)) |
K |
Dimension of the matrix. Default is set as ncol(mat)-1 |
Value
squareroot of matrix
Author(s)
Seonjoo Lee, sl3670@cumc.columbia.edu
References
TBA
Examples
1 2 3 4 | set.seed(1234)
x=matrix(100*20,100,20)
covmat=cov(x)
sqrtmat.comp(covmat)
|
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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