# cov_pool: Computes the pooled maximum likelihood estimator (MLE) for... In sparsediscrim: Sparse and Regularized Discriminant Analysis

## Description

For the matrix x, we compute the MLE for the population covariance matrix under the assumption that the data are sampled from K multivariate normal populations having equal covariance matrices.

## Usage

 1 cov_pool(x, y) 

## Arguments

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

## Value

pooled sample covariance matrix of size p \times p

## Examples

 1 cov_pool(iris[, -5], iris\$Species) 

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