eigenkronecker

Computes eigenvalues and eigenvectors of the kronecker product of a
 matrix with an identity matrix.

algebra

array

Data sets are often corrupted by outliers. When data are multivariate outliers can be classified as case-wise or cell-wise. The latters are particularly challenge to handle. We implement a robust estimation procedure for Seemingly Unrelated Regression Models which is able to cope well with both type of outliers. Giovanni Saraceno, Fatemah Alqallaf, Claudio Agostinelli (2021) <doi:10.48550/arXiv.2107.00975>.

Claudio Agostinelli

robustsur

Robust Estimation for Seemingly Unrelated Regression Models

Giovanni Saraceno

eigenkronecker function

<dl> <dt>x</dt>
<dd>a numeric or complex symmetric matrix whose spectral
 decomposition is to be computed. Logical matrices are coerced to numeric.</dd> <dt>n</dt>
<dd>dimension of the identity matrix.</dd></dl>

Arguments

Claudio Agostinelli and Giovanni Saraceno

Author

Spectral Decomposition of a kronecker product of a matrix
  with an identity matrix — eigenkronecker

<dl>

 <dt>x</dt>
<dd>a numeric or complex symmetric matrix whose spectral
 decomposition is to be computed. Logical matrices are coerced to numeric.</dd>

 <dt>n</dt>
<dd>dimension of the identity matrix.</dd>

</dl>

eigenkronecker: Spectral Decomposition of a kronecker product of a matrix with an identity matrix

Description

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Value

Arguments

Author

Details

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Examples