Correlation estimators

Correlation estimators

Usage

covf(x, cor.method, scale.method, center.method)

Arguments

x

input matrix

cor.method

"sd" or "qn"

scale.method

could be "pearson", "pair" and "gaussrank"

pda.method

"nearpd" or FALSE

lmin

min threshold of eigenvalues

Value

covmatrix, the estimated covariance matrix

cormatrix, the estimated correlation matrix

scale, the estimated scale vector

lmin, the min threshold of eigenvalues

Examples

x = matrix(rnorm(100), ncol = 10)
covf(x)
#> Error in covf(x): argument "scale.method" is missing, with no default