cov_pool: Computes the pooled maximum likelihood estimator (MLE) for...

Description Usage Arguments Value Examples

View source: R/helper-cov.r

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.