MeanMatrix {evolqg} | R Documentation |
Mean Covariance Matrix
Description
Estimate geometric mean for a set of covariance matrices
Usage
MeanMatrix(matrix.array, tol = 1e-10)
Arguments
matrix.array |
k x k x m array of covariance matrices, with k traits and m matrices |
tol |
minimum riemannian distance between sequential iterated means for accepting an estimated matrix |
Value
geometric mean covariance matrix
Author(s)
Guilherme Garcia, Diogo Melo
References
Bini, D. A., Iannazzo, B. 2013. Computing the Karcher Mean of Symmetric Positive Definite Matrices. Linear Algebra and Its Applications, 16th ILAS Conference Proceedings, Pisa 2010, 438 (4): 1700-1710. doi:10.1016/j.laa.2011.08.052.
See Also
EigenTensorDecomposition
, RiemannDist
[Package evolqg version 0.3-4 Index]