eigenvalues.fwdmv {Rfwdmv}R Documentation

Compute the Eigenvalues from an fwdmv Object

Description

An accessor method to retrieve the eigenvalues of the covariance matrix estimates from an fwdmv object.

Usage

eigenvalues.fwdmv(x)

Arguments

x an fwdmv object.

Value

a list with one element for each group in the fwdmv object x. Each element is a matrix where row i contains the eigenvalues of the covariance matrix estimate computed during step i of the forward search.

Author(s)

Kjell Konis

References

Atkinson, A. C., Riani, M. and Cerioli, A. (2004) Exploring Multivariate Data with the Forward Search. Springer-Verlag New York.

See Also

fwdmv.object, fwdmv

Examples

data(fondi.dat)
fondi.1 <- fwdmv(fondi.dat)
fondi.evals <- eigenvalues.fwdmv(fondi.1)

[Package Rfwdmv version 0.72-2 Index]