| O.norm2 {FinCovRegularization} | R Documentation |
The Squared Operator Norm
Description
Calculate the squared Operator norm of a matrix
Usage
O.norm2(matrix)
Arguments
matrix |
a matrix |
Value
a scalar of the squared Operator norm
Examples
data(m.excess.c10sp9003)
cov.SAM <- cov(m.excess.c10sp9003)
O.norm2(cov.SAM)
[Package FinCovRegularization version 1.1.0 Index]