matW: Between and within covariance matrices

In mlesnoff/rchemo: Dimension reduction, Regression and Discrimination for Chemometrics

Between and within covariance matrices

Description

Calculation of within (matW) and between (matB) covariance matrices for classes of observations.

Usage

matW(X, y)

matB(X, y)

Arguments

X	Data (n, p) on whch are calculated the covariances.
y	Class membership (n, 1).

Details

The denominator in the variance calculations is n.

Value

Covariance matrices and other information.

Examples

n <- 8 ; p <- 3
X <- matrix(rnorm(n * p), ncol = p)
y <- sample(1:2, size = n, replace = TRUE)
X
y

matW(X, y)

matB(X, y)

matW(X, y)$W + matB(X, y)$B
(n - 1) / n * cov(X)

mlesnoff/rchemo documentation built on April 15, 2023, 1:25 p.m.