Covariance matrices for hyperSpec objects

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Description

Covariance matrices for hyperSpec objects

Usage

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## S4 method for signature 'hyperSpec,missing'
cov(x, y = NULL, use = "everything",
  method = c("pearson", "kendall", "spearman"))

pooled.cov(x, groups, ..., regularize = 1e-05 * max(abs(COV)))

Arguments

x

hyperSpec object

y

not supported

use,method

handed to cov

groups

factor indicating the groups

...

ignored

regularize

regularization of the covariance matrix. Set 0 to switch off

pooled.cov calculates pooled covariance like e.g. in LDA.

Value

covariance matrix of size nwl (x) x nwl (x)

Author(s)

C. Beleites

See Also

cov

Examples

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image (cov (chondro))
pcov <-  pooled.cov (chondro, chondro$clusters)
plot (pcov$means)
image (pcov$COV)

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