covOrigin | R Documentation |

Estimates the covariance matrix with respect to the origin.

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

`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. |

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.`

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

Klaus Nordhausen

`cov`

```
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)
```

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