eigenvalues.fwdmv {Rfwdmv} | R Documentation |
An accessor method to retrieve the eigenvalues of the covariance matrix estimates from an fwdmv
object.
eigenvalues.fwdmv(x)
x |
an fwdmv object. |
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.
Kjell Konis
Atkinson, A. C., Riani, M. and Cerioli, A. (2004) Exploring Multivariate Data with the Forward Search. Springer-Verlag New York.
data(fondi.dat) fondi.1 <- fwdmv(fondi.dat) fondi.evals <- eigenvalues.fwdmv(fondi.1)