calc_Sigma_opt_frob

Minimizes the Frobenius norm via quadratic optimization

internal

Implements estimators for structured covariance matrices in the
presence of pairwise and spatial covariates.
Metodiev, Perrot-Dockès, Ouadah, Fosdick, Robin, Latouche & Raftery (2025)
<doi:10.48550/arXiv.2411.04520>.

Martin Metodiev

scov

Structured Covariances Estimators for Pairwise and Spatial
Covariates

Marie Perrot-Dockès

Stéphane Robin

calc_Sigma_opt_frob function

<dl><dt>matList_full</dt>
<dd>combined list of pairwise and spatial matrices</dd>
<dt>corY</dt>
<dd>a correlation matrix estimate</dd>
<dt>edge_constraints</dt>
<dd>a vector indicating which effect is constrained</dd></dl>

Arguments

Minimizes the Frobenius norm via quadratic optimization — calc_Sigma_opt_frob

<dl>

<dt>matList_full</dt>
<dd>combined list of pairwise and spatial matrices</dd>


<dt>corY</dt>
<dd>a correlation matrix estimate</dd>


<dt>edge_constraints</dt>
<dd>a vector indicating which effect is constrained</dd>

</dl>

calc_Sigma_opt_frob: Minimizes the Frobenius norm via quadratic optimization

Description

Usage

Value

Arguments