sample_covariance: Sample Variance-Covariance Matrix

Description Usage Arguments Value

View source: R/linalg.R

Description

Calculates the sample variance-covariance matrix using the biased MLE estimate.

Usage

1

Arguments

X

A matrix of shape [n_samples, n_features].

Value

The covariance matrix of X. Has shape [n_features, n_features].


joshloyal/STAT542 documentation built on May 4, 2019, 1:08 p.m.