emp_var_function: Empirical variance function

In LauraMasiero/RiemannR: RiemannR - EEG-based BCI analysis with Riemannian geometry

Description

This function computes the empirical variance function as described in Said et al., 2015.

Usage

emp_var_function(mu, scm_list)

Arguments

mu	the geometric mean of the sample covariance matrices in scm_list. It is in fact the mean of the Riemann-Gauss distribution described in Said et al., 2015. For more details see the References below.
scm_list	a list of numeric sample covariance matrices.

Value

It returns a numeric value, that is the empirical variance function estimated.

Author(s)

Laura Masiero, email: [e-mail]

References

Said, Salem, Lionel Bombrun, Yannick Berthoumieu e Jonathan Manton (2015). "Riemannian Gaussian Distributions on the Space of Symmetric Positive Definite Matrices". In: arXiv: 1507 . 01760. url: http://arxiv.org/abs/1507.01760.

See Also

RG_distr,

LauraMasiero/RiemannR documentation built on Sept. 29, 2020, 9:51 p.m.