# Covariance Matrix Estimation from princomp Object

### Description

computes the covariance matrix from a princomp object. The number of components k can be given as input.

### Usage

1 | ```
covPC(x, k, method)
``` |

### Arguments

`x` |
an object of class princomp. |

`k` |
number of PCs to use for covariance estimation (optional). |

`method` |
method how the PCs have been estimated (optional). |

### Details

There are several possibilities to estimate the principal components (PCs)
from an input data matrix, including the functions `PCAproj`

and
`PCAgrid`

. This function uses the estimated PCs to reconstruct
the covariance matrix. Not all PCs have to be used, the number k of
PCs (first k PCs) can be given as input to the function.

### Value

`cov` |
the estimated covariance matrix |

`center` |
the center of the data, as provided from the princomp object. |

`method` |
a string describing the method that was used to calculate the PCs. |

### Author(s)

Heinrich Fritz, Peter Filzmoser <P.Filzmoser@tuwien.ac.at>

### References

C. Croux, P. Filzmoser, M. Oliveira, (2007).
Algorithms for Projection-Pursuit Robust Principal Component Analysis,
*Chemometrics and Intelligent Laboratory Systems*, Vol. 87, pp. 218-225.

### See Also

`PCAgrid`

, `PCAproj`

, `princomp`

### Examples

1 2 3 4 5 6 |