KrzSubspaceDataFrame function

Extract confidence intervals from KrzSubspaceBootstrap

Returns posterior means and confidence intervals from the object produced by the KrzSubspaceBootstrap() function. Mainly used for ploting using PlotKrzSubspace. See example in the KrzSubspaceBootstrap function.

KrzSubspaceDataFrame(x, n = ncol(observed), prob = 0.95)

Arguments

• x: output from KrzSubspaceBootstrap function.
• n: number of eigenvalues to use
• prob: Posterior probability interval. Default is 95%.

Returns

Posterior intervals for the eigenvalues of the H matrix in the KrzSubspace comparison.

See Also

KrzSubspaceBootstrap, PlotKrzSubspace