Class QuEST.Result
- java.lang.Object
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- dev.nm.stat.covariance.nlshrink.quest.QuEST.Result
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Field Summary
Fields Modifier and Type Field Description List<Integer>[]
bins
bin allocation; the j(kappa) defined between equations 33 and 34 in paper 2016double
c
n=c/pList<Complex>[]
dis_m_LF_list
whole m_LF_zxi_list(including the modified Stieltjes transform of endpoints)Vector
estimated_lambda
estimated lambdaList<Double>[]
F
unique dis_G_listList<Integer>[]
F_idx
indices for dis_G_list which is uniqueint
K
number of distinct population eigenvalues bigger than 0; the length of tMatrix
lambda_Jacobian
lambda Jacobiandouble
n
sample sizeList<Integer>
nidx
number of unique values in dis_G_listList<Integer>
nquant
number of points we select between in F[i]int
numint
number of intervalsdouble
p
number of variablesVector
pw
number of each distinct eigenvaluesdouble
pzw
number of eigenvalues that are less or equals to zeroList<Double>[]
quant
point indices in F[i]; kappa indexVector
t
distinct population eigenvaluesVector
tau
population eigenvalues in ascending orderList<Double>[]
x_F
transform zeta_list back from abscissa; it is same as whole_x_list; just follow the R code.
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Field Detail
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n
public final double n
sample size
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p
public final double p
number of variables
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c
public final double c
n=c/p
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pzw
public final double pzw
number of eigenvalues that are less or equals to zero
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tau
public final Vector tau
population eigenvalues in ascending order
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t
public final Vector t
distinct population eigenvalues
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pw
public final Vector pw
number of each distinct eigenvalues
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K
public final int K
number of distinct population eigenvalues bigger than 0; the length of t
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numint
public final int numint
number of intervals
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dis_m_LF_list
public final List<Complex>[] dis_m_LF_list
whole m_LF_zxi_list(including the modified Stieltjes transform of endpoints)
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x_F
public final List<Double>[] x_F
transform zeta_list back from abscissa; it is same as whole_x_list; just follow the R code.
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bins
public final List<Integer>[] bins
bin allocation; the j(kappa) defined between equations 33 and 34 in paper 2016
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estimated_lambda
public final Vector estimated_lambda
estimated lambda
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lambda_Jacobian
public final Matrix lambda_Jacobian
lambda Jacobian
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