R/empiricalCovarianceCovariance.R

Defines functions empiricalCovariance

# R package for change-point detection in covariance structure
# Copyright (C) 2016 Valeriy Avanesov acopich@gmail.com 

empiricalCovariance = function(stableSet, hatTheta) apply(stableSet, 2, var)
akopich/covcp documentation built on April 14, 2021, 5:54 p.m.