F.norm2 {FinCovRegularization}

The Squared Frobenius Norm

Description

Calculate the squared Frobenius norm of a matrix

Usage

F.norm2(matrix)

Arguments

matrix

a matrix

Value

a scalar of the squared Frobenius norm

Examples

data(m.excess.c10sp9003)
cov.SAM <- cov(m.excess.c10sp9003)
F.norm2(cov.SAM)