stein_eig {stcov} | R Documentation |
Stein's raw (unisotonized) eigenvalue estimates
Description
Stein's raw (unisotonized) eigenvalue estimates
Usage
stein_eig(l, n)
Arguments
l |
Sample eigenvalues |
n |
Number of observations |
Value
Estimated eigenvalues
Examples
p <- 5
n <- 10
S <- rWishart(1, n, diag(p))[,,1]
l <- eigen(S)$val
stein_eig(l, n)
[Package stcov version 0.1.0 Index]