cov_list {sparsediscrim}

Computes the covariance-matrix maximum likelihood estimators for each class and returns a list.

Description

For a sample matrix, x, we compute the MLE for the covariance matrix for each class given in the vector, y.

Usage

cov_list(x, y)

Arguments

x

data matrix with n observations and p feature vectors

y

class labels for observations (rows) in x

Value

list of the sample covariance matrices of size p \times p for each class given in y.