tr_estimate {semidist}

Estimate the trace of the covariance matrix and its square

Description

For a design matrix \mathbf{X}, estimate the trace of its covariance matrix \Sigma = \mathrm{cov}(\mathbf{X}), and the square of covariance matrix \Sigma^2.

Usage

tr_estimate(X)

Arguments

X

The design matrix.

Value

A list with elements:

• tr_S: estimate for trace of \Sigma;

• tr_S2: estimate for trace of \Sigma^2.