pool: Pooled covariance from list of scatter matrices

Description Usage Arguments Value Author(s)

View source: R/RcppExports.R

Description

Pooled covariance from list of scatter matrices

Usage

1
pool(S_list, ns, norm_type = 0L)

Arguments

S_list

A list of scatter matrices.

norm_type

A integer of length one equaling 0 or 1. If 0 the bias correction is used. If 1 the ML estimate is used.

nu

A numeric vector giving the number of samples corresponding to each scatter matrix.

Value

A numeric matrix giving the pooled variance.

Author(s)

Anders Ellern Bilgrau


AEBilgrau/correlateR documentation built on Dec. 27, 2018, 2:32 a.m.