% 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)

}