MaxContrast {fake} | R Documentation |
Computes the contrast of the correlation matrix obtained by adding u to the diagonal of the precision matrix. This function is used to find the value of u that maximises the contrast when constructing a diagonally dominant precision matrix.
MaxContrast(u, omega, digits = 3)
u |
constant u added to the diagonal of the precision matrix. |
omega |
positive semi-definite precision matrix. |
digits |
number of digits to use in the definition of the contrast. |
A single number, the contrast of the generated precision matrix.