cov_list: Computes the covariance-matrix maximum likelihood estimators...

Description Usage Arguments Value

Description

For a sample matrix, x, we compute the MLE for the covariance matrix for each class given in the vector, y.

Usage

1
cov_list(x, y)

Arguments

x

data matrix with n observations and p feature vectors

y

class labels for observations (rows) in x

Value

list of the sample covariance matrices of size p \times p for each class given in y.


ramey/sparsediscrim documentation built on May 26, 2019, 10:05 p.m.