pooled_cov: Pooled Covariance Estimator

Description Usage Arguments Details Value Examples

View source: R/pooled_cov.R

Description

Pooled Covariance Estimator

Usage

1
pooled_cov(x, ..., covEst = stats::cov)

Arguments

x

data as a data.frame, grouped_df, or resample objects

...

other options passed to estimation method

covEst

covariance or precision matrix estimation method

Details

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 degreesFreedom function

Value

The pooled covariance or precision matrix with class covariance and total degrees of freedom attribute df as a formula.

Examples

1
pooled_cov(iris, group = Species)

BenBarnard/covEst documentation built on May 5, 2019, 2:40 p.m.