MeanMatrix: Mean Covariance Matrix

MeanMatrixR Documentation

Mean Covariance Matrix

Description

Estimate geometric mean for a set of covariance matrices

Usage

MeanMatrix(matrix.array, tol = 1e-10)

Arguments

matrix.array

k x k x m array of covariance matrices, with k traits and m matrices

tol

minimum riemannian distance between sequential iterated means for accepting an estimated matrix

Value

geometric mean covariance matrix

Author(s)

Guilherme Garcia, Diogo Melo

References

Bini, D. A., Iannazzo, B. 2013. Computing the Karcher Mean of Symmetric Positive Definite Matrices. Linear Algebra and Its Applications, 16th ILAS Conference Proceedings, Pisa 2010, 438 (4): 1700-1710. doi:10.1016/j.laa.2011.08.052.

See Also

EigenTensorDecomposition, RiemannDist


lem-usp/EvolQG documentation built on April 14, 2024, 6:21 a.m.