pooled.cov: Pooled covariance matrix
In Rfast: A Collection of Efficient and Extremely Fast R Functions
Pooled covariance matrix R Documentation
Pooled covariance matrix
Description
Pooled covariance matrix.
Usage
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
res<-sscov( as.matrix(iris[, 1:4]) )
Rfast documentation built on Nov. 9, 2023, 5:06 p.m.
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| Pooled covariance matrix | R Documentation |
Pooled covariance matrix
Description
Pooled covariance matrix.
Usage
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
res<-sscov( as.matrix(iris[, 1:4]) )
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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