Add performance metricsHEADmaster

1 files changed, 30 insertions, 0 deletions

diff --git a/man/matrix_metrics.Rd b/man/matrix_metrics.Rd
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+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/matrix_metrics.R
+\name{matrix_metrics}
+\alias{matrix_metrics}
+\title{Matrix Metrics}
+\usage{
+matrix_metrics(S_true, R_hat, strong = 0.75)
+}
+\arguments{
+\item{S_true}{The true covariance matrix.}
+
+\item{R_hat}{The estimate correlation matrix.}
+
+\item{strong}{Eigenvalues strength threshold (default 0.75).}
+}
+\value{
+A data.frame with 5 metrics.
+}
+\description{
+Measure the performance of a covariance or correlation
+matrix estimate with various metrics.
+}
+\examples{
+X_obj <- simulate_data(n = 10, p = 10)
+X <- X_obj$X
+S_true <- X_obj$S
+R_hat <- cor(X)
+results <- matrix_metrics(S_true, R_hat)
+
+}