Pooled covariance matrix.
A matrix with continuous data.
A numerical vector indicating the groups. The nubmers must be consecutive and start from 1.
The spatial median is at first computed (if not supplied) and then the covariance matrix.
The spatial sign covariance matrix.
R implementation and documentation: Michail Tsagris <firstname.lastname@example.org>.
Durre A, Vogel D. and D.E. Tyler D.E.(2014). The spatial sign covariance matrix with unknown location. Journal of Multivariate Analysis, 130: 107-117. http://arxiv.org/pdf/1307.5706v2.pdf
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