Description Usage Arguments Details Value Examples
Covariance Matrix Calculation for (Potentially Grouped) Data
1 |
x |
data you would like the covariance matrix of. The parameter |
... |
other options passed to covarince estimation method |
covEst |
covariance or precision matrix estimation method, as a function.
Defaults to |
This function has the capability to calculate total and group-level
covariance and precision matrices estimated from the given data. Specify
group membership with the group = "COLNAME"
syntax. Additionally,
this function returns objects with an additional class: when this function
returns group-level lists of matrices, each covariance or precision matrix
will have the R
classes matrix
and covariance
;
likewise, total covariance or precision matrices are also returned with
the classes matrix
and covariance
. Moreover, these matrices
have an additional named attribute: df
, for degrees of freedom.
The computational functionality of the covariance
class will be
explored in future updates.
list of matries with class covariance
by group. These matrices
may be covariance or precision matrices, depending on the function
supplied to the covEst
argument.
1 2 3 |
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