cvMatrixMetrics {cvCovEst}R Documentation

Matrix Metrics for cvCovEst Object

Description

cvMatrixMetrics computes various metrics and properties for each covariance matrix estimator candidate's estimate.

Usage

cvMatrixMetrics(object, dat_orig)

Arguments

object

A named list of class "cvCovEst" containing the cross-validated risk assessment.

dat_orig

The numeric data.frame, matrix, or similar object originally passed to cvCovEst().

Value

A named list of class "cvCovEst" whose cross-validated risk assessment is now a tibble containing the corresponding metrics for each estimate. The tibble is grouped by estimator and ordered by the primary hyperparameter if applicable.


[Package cvCovEst version 1.2.2 Index]