Zmatrix {graphicalExtremes} | R Documentation |
Computes the Z-matrix
Description
Copied from the R package "golazo" with kind permission by Piotr Zwiernik piotr.zwiernik@utoronto.ca. This function outputs the Z matrix, that is, the unique ultrametric matrix dominating S. This matrix is used to construct a starting point in the GOLAZO algorithm when L=0 but U has strictly positive (off-diagonal entries).
Usage
Zmatrix(S)
Arguments
S |
a covariance matrix |
[Package graphicalExtremes version 0.3.4 Index]