View source: R/correlation_matrix.R
Reconstruction of graphs using the correlation matrix.
1 | correlation_matrix_fit(TS, num_eigs = NULL, threshold_type = "range", ...)
|
TS |
Matrix consisting of L observations from N sensors |
num_eigs |
The number of eigenvalues to use. (This corresponds to the amount of regularization.) The number of eigenvalues used must be less than N. |
threshold_type |
Which thresholding function to use on the matrix of weights. |
... |
Arguments |
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