Computes cumulative scale-invariant covariance complexity from leading
eigenvalues and converts the complexity profile to relative weights.
Usage
C1F(evals, positive_only = TRUE, cumulative = TRUE, tol = 1e-10)
Arguments
- evals
Numeric vector of eigenvalues.
- positive_only
Logical; retain only positive eigenvalues.
- cumulative
Logical; compute cumulative C1F values.
- tol
Numerical tolerance.
Value
A list with C1F values, induced weights, and processed eigenvalues.