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. Author manuscript; available in PMC: 2014 Mar 1.
Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2013 Aug 12;75(4):10.1111/rssb.12016. doi: 10.1111/rssb.12016

Figure 3.

Figure 3

Averages (left panel) and standard deviations (right panel) of ||Σ̂−1 − Σ−1|| with known factors (Σ̂ = Σ̂obs solid red curve), POET (Σ̂ = Σ̂K̂ solid blue curve), and sample covariance (Σ̂ = Σ̂sam dashed curve) over 200 simulations, as a function of the dimensionality p. Top panel: p ranges in 20 to 600 with increment 20; middle panel: p ranges in 1 to 100 with increment 1; Bottom panel: the same as the top panel with dashed curve excluded.