pivot.approx {Rfolding}

Computes the pivot s_2 (approximate pivot)

Description

Computes the pivot s_2 (approximate pivot)

Usage

pivot.approx(X)

Arguments

X

nxd matrix (n observations, d dimensions)

Value

the approximate pivot

Examples

library(MASS)
mu = c(0,0)
Sigma = matrix(c(1,0.5,1,0.5), ncol = 2)
X = mvrnorm(n = 5000, mu = mu, Sigma = Sigma)
Phi = pivot.approx(X)