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 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}= \frac{1}{n}X'X.
Value
A matrix containing the estimated covariance matrix with respect to the origin.
Author(s)
Klaus Nordhausen
See Also
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 1.4-1 Index]