ShrnkMat

is.ShrnkMat

as.matrix.ShrnkMat

print.ShrnkMat

+.ShrnkMat

-.ShrnkMat

*.ShrnkMat

/.ShrnkMat

A p by q matrix with the orthonomal eigenvectors of the original (unshrunken) covariance estimate.

A p-dimensional vector with the eigenvalues of the original (unshrunken) covariance estimate.

The rank of the original (unshrunken) covariance estimate.

The target intensity used by the shunk estimator.

Intst

The target used by the shunk estimator. If set to the string &#147;Idntty&#148; (default)
a p-dimensional matrix identity target will be assumed. Otherwise a matrix-type object representing a symmetric matrix target.

Trgt

Creates a &#8216;ShrnkMat&#8217; object.

Performs linear discriminant analysis in high dimensional
problems based on reliable covariance estimators for problems
with (many) more variables than observations. Includes routines
for classifier training, prediction, cross-validation and
variable selection.

Antonio Duarte Silva

HiDimDA

High Dimensional Discriminant Analysis

ShrnkMat function

<dl> <dt>U</dt>
<dd>A p by q matrix with the orthonomal eigenvectors of the original (unshrunken) covariance estimate.</dd>
 <dt>D</dt>
<dd>A p-dimensional vector with the eigenvalues of the original (unshrunken) covariance estimate.</dd>
 <dt>p</dt>
<dd>The dimension of the covariance matrix.</dd>
 <dt>q</dt>
<dd>The rank of the original (unshrunken) covariance estimate.</dd>
 <dt>Intst</dt>
<dd>The target intensity used by the shunk estimator.</dd>
 <dt>Trgt</dt>
<dd>The target used by the shunk estimator. If set to the string &#8220;Idntty&#8221; (default)
a p-dimensional matrix identity target will be assumed. Otherwise a matrix-type object representing a symmetric matrix target.</dd></dl>

Arguments

ShrnkMat objects: shrunken matrix estimates of a covariance — ShrnkMat

<dl>

 <dt>U</dt>
<dd>A p by q matrix with the orthonomal eigenvectors of the original (unshrunken) covariance estimate.</dd>


 <dt>D</dt>
<dd>A p-dimensional vector with the eigenvalues of the original (unshrunken) covariance estimate.</dd>


 <dt>p</dt>
<dd>The dimension of the covariance matrix.</dd>


 <dt>q</dt>
<dd>The rank of the original (unshrunken) covariance estimate.</dd>
 

 <dt>Intst</dt>
<dd>The target intensity used by the shunk estimator.</dd>


 <dt>Trgt</dt>
<dd>The target used by the shunk estimator. If set to the string &#8220;Idntty&#8221; (default)
a p-dimensional matrix identity target will be assumed. Otherwise a matrix-type object representing a symmetric matrix target.</dd>

</dl>

ShrnkMat: ShrnkMat objects: shrunken matrix estimates of a covariance

Description

Usage

Value

Arguments

See Also