cov2: Variance and Covariance (Matrices)

In RGCCA: Regularized and Sparse Generalized Canonical Correlation Analysis for Multiblock Data

Description

cov2() is similar to cov() but has an additional argument. The denominator n (bias = TRUE) can be used (instead of n-1) to give a biased estimator of the (co)variance.

Usage

cov2(x, y = NULL, bias = TRUE)

Arguments

x	A numeric vector, matrix or data.frame.
y	A numeric vector, matrix or data.frame.
bias	A logical value. If bias = TRUE, n is used to give a biased estimator of the (co)variance. If bias = FALSE, n-1 is used (default: TRUE).

Value

C	Estimation of the variance (resp. covariance) of x (resp. x and y).

RGCCA documentation built on May 2, 2019, 3:39 p.m.