matrixMetrics {cvCovEst}R Documentation

General Matrix Metrics

Description

matrixMetrics computes the condition number, sparsity, and sign of a covariance matrix estimate.

Usage

matrixMetrics(estimate)

Arguments

estimate

A matrix corresponding to a covariance matrix estimate.

Value

A named list containing the three values.


[Package cvCovEst version 1.2.2 Index]