F.norm2: The Squared Frobenius Norm
In yanyachen/FinCovRegularization: Covariance Matrix Estimation and Regularization for Finance
Description
Usage
Arguments
Value
Examples
Description
Calculate the squared Frobenius norm of a matrix
Usage
1
Arguments
matrix
a matrix
Value
a scalar of the squared Frobenius norm
Examples
1
2
3
data(m.excess.c10sp9003)
cov.SAM <- cov(m.excess.c10sp9003)
F.norm2(cov.SAM)
yanyachen/FinCovRegularization documentation built on May 4, 2019, 2:30 p.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 Examples
Description
Calculate the squared Frobenius norm of a matrix
Usage
1 |
Arguments
matrix |
a matrix |
Value
a scalar of the squared Frobenius norm
Examples
1 2 3 | data(m.excess.c10sp9003)
cov.SAM <- cov(m.excess.c10sp9003)
F.norm2(cov.SAM)
|
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.