This function computes the thresholding sparse covariance/correlation estimator with the optimal threshold level.
Source:R/sparse_cov.R
sparse_cov.Rd
Part from Chenxin Jiang
Arguments
- data
The data matrix.
- method
The choice of method to select the optimal threshold level.
- operator
The choice of the thresholding operator.
- corr
The indicator of computing correlation or covariance matrix.
Examples
print("No example")
#> [1] "No example"