pooled_vc {mulgar}

Compute pooled variance-covariance matrix

Description

This function computes the group variance-covariance matrices, and produces a weighted average. It is useful for examining the linear discriminant analysis model.

Usage

pooled_vc(x, cl, prior = rep(1/length(unique(cl)), length(unique(cl))))

Arguments

x

multivariate data set, matrix.

cl

class variable

prior

prior probability for each class, must sum to 1, default all equal

Value

matrix

Examples

data(clusters)
pooled_vc(clusters[,1:5], clusters$cl)