Description Usage Arguments Value Author(s) Examples
This functions is a fast computation of the scatter matrix and cross-scatter matrix given by
XX^T
and XY^T respectively.
1 2 3 |
X |
An |
center |
logical. If |
Y |
An |
The p1
times p1
scatter matrix or
p1
times p2
cross-scatter matrix.
Anders Ellern Bilgrau <anders.ellern.bilgrau (at) gmail.com>
1 2 3 4 5 6 7 8 | n <- 11
X <- createData(n, 4)
Y <- createData(n, 2)
scatter(X)
(n-1)*cov(X)
xscatter(X, Y)
n*xcov(X, Y, method = "ML") # == (n - 1)*xcov(X, Y)
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