crbulk {CondReg}R Documentation

Computes multiple solutions

Description

Computes multiple solutions

Usage

crbulk(S, k)

Arguments

S

sample covariance matrix

k

vector of regularization parameters

Value

list of orthogonal matrix Q, shrinked eigenvalues Lbar (shrinkage depending on penalty parameters) and sample eigenvalues L


[Package CondReg version 0.20 Index]