solve.SigFq

solve.SigFqInv

An object of type <squote>SigFq</squote> or <squote>SigFqInv</squote> representing the covariance, or precision, matrix associated with a q-factor model.

A numeric vector or matrix giving the right-hand side(s) of the linear system. If missing, <squote>b</squote> is taken to be an identity matrix 
and solve will return an object representing the inverse of the matrix associated with <squote>a</squote>.

Further arguments passed to or from other methods.

These methods solve the equation <code>a %*% x = b</code> for <squote>x</squote>,
     where <squote>a</squote> is a covariance (or precision, i.e., the inverse of a covariance) 
     matrix represented by a <squote>SigFq</squote> (or <squote>SigFqInv</squote>) object, and <squote>b</squote> 
     can be either a vector or a matrix.

solveFq

Performs Linear Discriminant Analysis in High Dimensional
        problems based on covariance estimators derived from low
        dimensional factor models. Includes routines for classifier
        training, prediction, cross-validation and variable selection.

solveFq: Solve methods for SigFq and SigFqInv objects

Description

Usage

Arguments

Details

See Also