pooled.cov: Pooled covariance matrix

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/pooled.cov.R

Description

Pooled covariance matrix.

Usage

1
pooled.cov(x, ina)

Arguments

x

A matrix with continuous data.

ina

A numerical vector indicating the groups. The nubmers must be consecutive and start from 1.

Details

The spatial median is at first computed (if not supplied) and then the covariance matrix.

Value

The spatial sign covariance matrix.

Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris <mtsagris@uoc.gr>.

References

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

See Also

spat.med, spatmed.reg

Examples

1
res<-sscov( as.matrix(iris[, 1:4]) )

Rfast documentation built on Dec. 11, 2021, 9:59 a.m.