pool: Pooled covariance from list of scatter matrices
In AEBilgrau/correlateR: Fast correlations and covariances
Description
Usage
Arguments
Value
Author(s)
Description
Pooled covariance from list of scatter matrices
Usage
1
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 Nov. 15, 2019, 9:21 a.m.
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Description Usage Arguments Value Author(s)
Description
Pooled covariance from list of scatter matrices
Usage
1 |
Arguments
S_list |
A list of scatter matrices. |
norm_type |
A integer of length one equaling |
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
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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