WH.var.covar | R Documentation |
Compute the variance-covariance matrix of a MatH
object, i.e.
a matrix of values consistent with
a set of distributions equipped with a L2 wasserstein metric.
WH.var.covar(object, ...)
## S4 method for signature 'MatH'
WH.var.covar(object, w = numeric(0))
object |
a |
... |
some optional parameters |
w |
it is possible to add a vector of weights (positive numbers)
having the same size of the rows of the |
a squared matrix
with the (weighted) variance-covariance values
Irpino, A., Verde, R. (2015) Basic statistics for distributional symbolic variables: a new metric-based approach Advances in Data Analysis and Classification, DOI 10.1007/s11634-014-0176-4
WH.var.covar(BLOOD)
# generate a set of random weights
RN <- runif(get.MatH.nrows(BLOOD))
WH.var.covar(BLOOD, w = RN)
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