Heuristic for an upper value of tempering parameter alpha

Heuristic for an upper value of tempering parameter alpha

alphaMax(q, n, sup_val = 0.8, delta = .Machine$double.xmax)

Arguments

q	Total number of variables (observed and unobserved).
n	Number of samples.
sup_val	maximal value of the complete estimated correlation matrix (default 0.8).
delta	Maximal value allowed for a determinant (default maximal machine precision).

Value

An upper value of tempering parameter alpha.

Examples

q=15
n=50
alphaMax(q,n)
#> [1] 0.4199916