msir.regularizedSigma

<p>if <code>TRUE</code> the inverse of the estimated covariance matrix is returned.</p>

<p>available models:</p><table><tr><td>
  <code>XII</code> </td>
<td> = </td>
<td> diagonal equal variances </td>
</tr><tr><td>
  <code>XXI</code> </td>
<td> = </td>
<td> diagonal unequal variances </td>
</tr></table>


model

<p>This function computes a regularized version of the covariance matrix of the predictors. Among the possible models the one which maximizes BIC is returned.</p>

An R package for dimension reduction based on finite Gaussian mixture modeling of inverse regression.

msir.regularizedSigma: Regularized estimate of predictors covariance matrix.

Description

Usage

Arguments

Value

See Also

`XII`	=	diagonal equal variances
`XXI`	=	diagonal unequal variances