cov: Covariance matrices for hyperSpec objects

In hyperSpec: Work with Hyperspectral Data, i.e. Spectra + Meta Information (Spatial, Time, Concentration, ...)

Covariance matrices for hyperSpec objects

Description

Covariance matrices for hyperSpec objects

Usage

## S4 method for signature 'hyperSpec,missing'
cov(
  x,
  y = NULL,
  use = "everything",
  method = c("pearson", "kendall", "spearman")
)

pooled.cov(x, groups, ..., regularize = 1e-05 * max(abs(COV)))

Arguments

x	hyperSpec object
y	not supported
use, method	handed to cov
groups	factor indicating the groups
...	ignored
regularize	regularization of the covariance matrix. Set 0 to switch off pooled.cov calculates pooled covariance like e.g. in LDA.

Value

covariance matrix of size nwl (x) x nwl (x)

Author(s)

C. Beleites

See Also

cov

Examples

image (cov (chondro))
pcov <-  pooled.cov (chondro, chondro$clusters)
plot (pcov$means)
image (pcov$COV)

hyperSpec documentation built on May 29, 2024, 7:28 a.m.