getcov: Covariance

Description Usage Arguments Value References

View source: R/EmSkew.R

Description

Recalculate covariance for a given structure.

Usage

1
getcov(msigma, sumtau, n, p, g, ncov)

Arguments

msigma

An array for the covariance matrices.

sumtau

A vector for the expected number of observations from each component.

n

An integer for the sample size.

p

An integer for the dimension.

g

An integer for the number of components.

ncov

An integer for type of covariance.

Value

The covariance array.

References

McLachlan G.J. and Krishnan T. (2008). The EM Algorithm and Extensions (2nd). Hoboken, New Jersey: Wiley.

McLachlan G.J. and Peel D. (2000). Finite Mixture Models. New York: Wiley.


EMMIXskew documentation built on May 2, 2019, 11:07 a.m.

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