Pooled Covariance Estimator
data as a
other options passed to estimation method
covariance or precision matrix estimation method
This function returns the weighted average of a collection of group-
or class-specific covariance or precision matrices. The weights are
proportional to the degrees of freedom of each matrix. This matrix has
the total degrees of freedom stored within the
df attribute as a
formula for simple evaluation by the
The pooled covariance or precision matrix with class
and total degrees of freedom attribute
df as a formula.
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