span
span
Description
Calculate the dimension of the tangent space
Usage
span(func, x,d=0.01, eps=1e-4,r=6, show.details=F)
Required Arguments
- func
-
An S function. func must have a single vector argument.
- x
-
The parameter vector argument to func.
Optional Arguments
- d
-
The fraction of x to use for the initial numerical approximation.
- eps
-
Used instead of d for elements of x which are zero.
- r
-
The number of Richardson improvement iterations.
Value
The singular values of the matrix of tangent vectors are returned.
Side Effects
If show.details is T then intermediate calculations are printed.
Details
span performs a svd of the tangent vectors at the point x. This can be used
to calculate the dimension of the tangent space (ie. by over specifying
the model and counting the number of significant singular values).
This function uses Richardson extrapolation (for more details
see the functions richardson.grad and genD) to get a numerical
approximation of the tangent vectors to the parameter
manifold. SVD is then used to calculate their span.
See Also
Examples
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