pruneCovariance.hh File Reference

Prune small correlation coefficients in a covariance matrix. More...

#include <vector>
#include "geners/CPP11_auto_ptr.hh"
#include "Eigen/SparseCore"
#include "npstat/emsunfold/pruneCovariance.icc"

Go to the source code of this file.

Namespaces
	emsunfold

Functions
template<class Matrix >
CPP11_auto_ptr< std::vector< Eigen::Triplet< double, typename Matrix::Index > > >	emsunfold::pruneCovariance (const Matrix &m, double tol)

Detailed Description

Prune small correlation coefficients in a covariance matrix.

Author: I. Volobouev

July 2014