correlation_matrix: Estimates the correlation matrix of the dataset

View source: R/correlation_matrix.R

correlation_matrixR Documentation

Estimates the correlation matrix of the dataset

Description

Estimates the correlation matrix of the dataset

Usage

correlation_matrix(dataset, mean_estim, sd_estim)

Arguments

dataset

n x d matrix (n = number of observations, d = dimension)

mean_estim

estimate of the mean vector of the dataset

sd_estim

estimate of the standard deviation vector of the dataset

Value

an estimate of the correlation matrix


scov documentation built on March 18, 2026, 5:08 p.m.