total_scatter: Calculate Total Scatter Matrix
| total_scatter | R Documentation |
Calculate Total Scatter Matrix
Description
Computes the total scatter matrix S_t = \sum_i (x_i - \mu)(x_i - \mu)^T.
Usage
total_scatter(X, mu)
Arguments
X |
A numeric matrix (n x d). |
mu |
A numeric vector of length d representing the overall mean. |
Value
A numeric (d x d) total scatter matrix.
