cov_list: Computes the covariance-matrix maximum likelihood estimators...

In sparsediscrim: Sparse and Regularized Discriminant Analysis

Description

For a sample matrix, x, we compute the MLE for the covariance matrix for each class given in the vector, y.

Usage

cov_list(x, y)

Arguments

x	data matrix with n observations and p feature vectors
y	class labels for observations (rows) in x

Value

list of the sample covariance matrices of size p \times p for each class given in y.

sparsediscrim documentation built on July 1, 2021, 9:07 a.m.