R/bicovm.R

In musto101/wilcox_R: What the package does (short line)

bicovm <-
function(x){
#
# compute a biweight midcovariance matrix for the vectors of
# observations in x, where x is assumed to have list mode, or
# x is an n by p matrix
#
if(is.matrix(x)){
mcov<-matrix(0,ncol(x),ncol(x))
mcor<-matrix(0,ncol(x),ncol(x))
for (i in 1:ncol(x)){
for (j in 1:ncol(x))mcov[i,j]<-bicov(x[,i],x[,j])
}
}
if(is.list(x)){
mcov<-matrix(0,length(x),length(x))
mcor<-matrix(0,length(x),length(x))
for (i in 1:length(x)){
for (j in 1:length(x))mcov[i,j]<-bicov(x[[i]],x[[j]])
}
}
for (i in 1:ncol(mcov)){
for (j in 1:ncol(mcov))mcor[i,j]<-mcov[i,j]/sqrt(mcov[i,i]*mcov[j,j])
}
list(mcov=mcov,mcor=mcor)
}