VarCovar-class {coin} | R Documentation |
Class "VarCovar"
and its subclasses
Description
Objects of class "VarCovar"
and its subclasses
"CovarianceMatrix"
and "Variance"
represent the covariance and
variance, respectively, of the linear statistic.
Objects from the Class
Class "VarCovar"
is a virtual class defined as the class union
of "CovarianceMatrix"
and "Variance"
, so objects cannot be
created from it directly.
Objects can be created by calls of the form
new("CovarianceMatrix", covariance, \dots)
and
new("Variance", variance, \dots)
where covariance
is a covariance matrix and variance
is numeric
vector containing the diagonal elements of the covariance matrix.
Slots
For objects of class "CovarianceMatrix"
:
covariance
:-
Object of class
"matrix"
. The covariance matrix.
For objects of class "Variance"
:
variance
:-
Object of class
"numeric"
. The diagonal elements of the covariance matrix.
Extends
For objects of classes "CovarianceMatrix"
or "Variance"
:
Class "VarCovar"
, directly.
Known Subclasses
For objects of class "VarCovar"
:
Class "CovarianceMatrix"
, directly.
Class "Variance"
, directly.
Methods
- covariance
-
signature(object = "CovarianceMatrix")
: See the documentation forcovariance
for details. - initialize
-
signature(.Object = "CovarianceMatrix")
: See the documentation forinitialize
(in package methods) for details. - initialize
-
signature(.Object = "Variance")
: See the documentation forinitialize
(in package methods) for details. - variance
-
signature(object = "CovarianceMatrix")
: See the documentation forvariance
for details. - variance
-
signature(object = "Variance")
: See the documentation forvariance
for details.
Note
Starting with coin version 1.4-0, this class is deprecated. It will be made defunct and removed in a future release.