findMu: Find mu(W) and W, given sigma(W) and CLA result
Description
Find \(\mu(W)\) and \(W\), given \(\sigma(W\)) and CLA
result.
Usage
findMu(Sig0, result, covar, tol.unir = 1e-06, equal.tol = 1e-06)
Arguments
Sig0
numeric vector of \(\sigma(W)\) values.
tol.unir
numeric tolerance passed to uniroot
.
equal.tol
numeric tolerance to be used in
all.equal(.., tolerance = equal.tol)
.
Value
a list
with components
Mu.....
weight.....
References
Master thesis, p.33