pivot.approx {Rfolding} | R Documentation |
s_2
(approximate pivot)Computes the pivot s_2
(approximate pivot)
pivot.approx(X)
X |
nxd matrix (n observations, d dimensions) |
the approximate pivot
library(MASS)
mu = c(0,0)
Sigma = matrix(c(1,0.5,1,0.5), ncol = 2)
X = mvrnorm(n = 5000, mu = mu, Sigma = Sigma)
Phi = pivot.approx(X)