inverse: Inverse of a covariance matrix

Description Usage Arguments Value Note Author(s) Examples

View source: R/EmSkew.R

Description

Calculate the inverse of a covariance matrix.

Usage

1

Arguments

sigma

The covariance matrix.

p

The dimension of the matrix.

Value

The inverse of the covariance matrix.

Note

The covariance matrix may be singular. This is of use only for the clustering of the data.

Author(s)

Kui Wang

Examples

1
2
3
a<- matrix(c(1,0,0,0),ncol=2)
a
inverse(a,2)

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

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