R: Covariance Matrix with Respect to the Origin

covOrigin {ICS} | R Documentation

## Covariance Matrix with Respect to the Origin

### Description

Estimates the covariance matrix with respect to the origin.

### Usage

    covOrigin(X, location = NULL, na.action = na.fail)

### Arguments

`X` | a numeric data matrix or dataframe.
`location` | optional location value which serves then as the center instead of the origin.
`na.action` | a function which indicates what should happen when the data contain 'NA's. Default is to fail.

### Details

The covariance matrix S_0 with respect to origin is given for a matrix X with n observations by

S_0=X'X/n.

### Value

A matrix.

### Author(s)

Klaus Nordhausen

### See Also

`cov`

### Examples

    set.seed(654321)
    cov.matrix <- matrix(c(3,2,1,2,4,-0.5,1,-0.5,2), ncol=3)
    X <- rmvnorm(100,c(0,0,0),cov.matrix)
    covOrigin(X)
    rm(.Random.seed)

[Package ICS version 1.3-0 Index]