compute_marginal_cor

Computes non-positive-semidefinite approximation of correlation matrix

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

compute_marginal_cor function

<dl><dt>dataset</dt>
<dd>n x d matrix (n = number of observations, d = dimension)</dd></dl>

Arguments

Computes non-positive-semidefinite approximation of correlation matrix — compute_marginal_cor

<dl>

<dt>dataset</dt>
<dd>n x d matrix (n = number of observations, d = dimension)</dd>

</dl>

compute_marginal_cor: Computes non-positive-semidefinite approximation of correlation matrix

Description

Usage

Value

Arguments