Get the maximum [absolute] value of a covariance matrix.
getMaxCov(x, cov = isSymmetric(x), abs = TRUE, diag = FALSE)
A matrix/Matrix of data or covariance
Flag if x
is a covariance matrix, Set False is x
is an nxp data matrix. By default, if x
is symmetric, assume it is a covariance matrix.
Flag to get max absolute value
Flag to include diagonal entries in the max
This function is useful to determine the theoretical value for lambda_max - for Gaussian data, but may be a useful starting point in the general case as well.
getLamPath