covOrigin: Covariance Matrix with Respect to the Origin

In ICS: Tools for Exploring Multivariate Data via ICS/ICA

Covariance Matrix with Respect to the Origin

Description

Estimates the covariance matrix with respect to the origin.

Usage

covOrigin(X, location = NULL, na.action = na.fail)

Arguments

X	a numeric data matrix or dataframe.
location	optional location value which serves as the center instead of the origin.
na.action	a function which indicates what should happen when the data contain 'NA's. Default is to fail.

Details

The covariance matrix S_{0} with respect to origin is given for a matrix X with n observations by

S_{0}= \frac{1}{n}X'X.

Value

A matrix containing the estimated covariance matrix with respect to the origin.

Author(s)

Klaus Nordhausen

See Also

cov

Examples

set.seed(654321)
cov.matrix <- matrix(c(3,2,1,2,4,-0.5,1,-0.5,2), ncol=3)
X <- rmvnorm(100,c(0,0,0),cov.matrix)
covOrigin(X)
rm(.Random.seed)

ICS documentation built on Sept. 21, 2023, 9:07 a.m.