SigFqInv

is.SigFqInv

as.matrix.SigFqInv

print.SigFqInv

+.SigFqInv

-.SigFqInv

*.SigFqInv

/.SigFqInv

A p-dimensional vector with the specific variances of the assumed factor model.

A p by q matrix with the loadings of assumed factor model.

The full dimensionality (i.e., the number of original variables) of the process being modelled.

The number of factors in the assumed factor model.

The full optimization results provided by the error minimization algorithm used to find SigFq parameters.

optres

Creates a &#8216;SigFqInv&#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

SigFqInv function

<dl> <dt>D</dt>
<dd>A p-dimensional vector with the specific variances of the assumed factor model.</dd>
 <dt>B</dt>
<dd>A p by q matrix with the loadings of assumed factor model.</dd>
 <dt>p</dt>
<dd>The full dimensionality (i.e., the number of original variables) of the process being modelled.</dd>
 <dt>q</dt>
<dd>The number of factors in the assumed factor model.</dd>
 <dt>optres</dt>
<dd>The full optimization results provided by the error minimization algorithm used to find SigFq parameters.</dd></dl>

Arguments

SigFqInv objects: precision (inverse of covariance) matrices associated with a q-factor model — SigFqInv

<dl>

 <dt>D</dt>
<dd>A p-dimensional vector with the specific variances of the assumed factor model.</dd>


 <dt>B</dt>
<dd>A p by q matrix with the loadings of assumed factor model.</dd>


 <dt>p</dt>
<dd>The full dimensionality (i.e., the number of original variables) of the process being modelled.</dd>


 <dt>q</dt>
<dd>The number of factors in the assumed factor model.</dd>
 

 <dt>optres</dt>
<dd>The full optimization results provided by the error minimization algorithm used to find SigFq parameters.</dd>

</dl>

SigFqInv: SigFqInv objects: precision (inverse of covariance) matrices associated with a q-factor model

Description

Usage

Value

Arguments

See Also