"tenberge" <- function(r) {n <- dim(r)[2] if(dim(r)[1] > n) {r <- cor(r,use="pairwise")} vt <- sum(r) off <- r diag(off) <- 0 sum.off <- sum(off) sumsq.off <- sum(off^2) lambda1 <- n * sum(off)/((n-1)* vt) lambda2 <- (sum.off+ sqrt(sumsq.off*n/(n-1)))/vt lambda3 <- (sum.off +sqrt(sumsq.off+ sqrt((n * sum(off^4)/(n-1)))))/vt lambda4 <- (sum.off +sqrt(sumsq.off+ sqrt(sum(off^4)+ sqrt((n * sum(off^8)/(n-1))))))/vt return(list(mu0 = lambda1,mu1=lambda2,mu2 = lambda3,mu3=lambda4)) }