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get_d_from_D

Source: R/utils.R
get_d_from_D.Rd

Find the d that when used in all dimensions give the desired D value. It use the optimize function using several d values and minimizing the difference with the desired D.

Usage

get_d_from_D(D, Sigma)

Arguments

D

the desired multivariate D value

Sigma

the variance-covariance matrix

Value

the d value to be used in all dimensions.

Examples

D <- 2
S <- gen_sigma(3, 0.4)
d <- get_d_from_D(D, S)
d
#> [1] 1.549185
multiD(d, S)
#> [1] 1.999989