R: Pooled covariance matrix

Pooled covariance matrix {Rfast} | R Documentation

## Pooled covariance matrix

### Description

Pooled covariance matrix.

### Usage

    pooled.cov(x, ina)

### Arguments

`x` | A matrix with continuous data.
`ina` | A numerical vector indicating the groups. The nubmers must be consecutive and start from 1.

### Details

The spatial median is at first computed (if not supplied) and then the covariance matrix.

### Value

The spatial sign covariance matrix.

### Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris <mtsagris@uoc.gr>.

### References

Durre A, Vogel D. and D.E. Tyler D.E.(2014). The spatial sign covariance matrix with unknown location. Journal of Multivariate Analysis, 130: 107-117. http://arxiv.org/pdf/1307.5706v2.pdf

### See Also

`spat.med, spatmed.reg`

### Examples

    res<-sscov( as.matrix(iris[, 1:4]) )

[Package Rfast version 2.0.4 Index]