Transform output of TeacupCerberus to iqlr

tc2iqlrvar(Sigma, D1, D2, qLow1 = 0.25, qHigh1 = 0.75, qLow2 = 0.25,
  qHigh2 = 0.75)

Arguments

Sigma

output of TeacupCerberus (in CLR basis)

D1

(integer) dimension of the first dataset

D2

(integer) dimension of the second dataset

qLow1

lower quantile defining iqlr for first dataset

qHigh1

upper quantile defining iqlr for first dataset

qLow2

lower quantile defining iqlr for second dataset

qHigh2

upper quantile defining iqlr for second

Value

array of same dimensions as Sigma