scaleEigVals {cvCovEst} | R Documentation |
Extract Estimated Scaled Eigenvalues in Spiked Covariance Matrix Model
Description
scaleEigVals()
computes the scaled eigenvalues, and
filters out all eigenvalues that do not need to be shrunk.
Usage
scaleEigVals(eig_vals, noise, p_n_ratio, num_spikes)
Arguments
eig_vals |
A |
noise |
|
p_n_ratio |
A |
num_spikes |
|
Value
A numeric
vector of the scaled eigenvalues to be shrunk.
[Package cvCovEst version 1.2.2 Index]