pooled_vc: Compute pooled variance-covariance matrix

In mulgar: Functions for Pre-Processing Data for Multivariate Data Visualisation using Tours

Compute pooled variance-covariance matrix

Description

This function computes the group variance-covariance matrices, and produces a weighted average. It is useful for examining the linear discriminant analysis model.

Usage

pooled_vc(x, cl, prior = rep(1/length(unique(cl)), length(unique(cl))))

Arguments

x	multivariate data set, matrix.
cl	class variable
prior	prior probability for each class, must sum to 1, default all equal

Value

matrix

Examples

data(clusters)
pooled_vc(clusters[,1:5], clusters$cl)

mulgar documentation built on April 12, 2025, 1:23 a.m.