R Graphical Manual

Last data update: 2014.03.03

R: Covariance

getcov

R Documentation

Covariance

Recalculate covariance for a given structure.

getcov(msigma, sumtau, n, p, g, ncov)

`msigma`	An array for the covariance matrices.
`sumtau`	A vector for the expected number of observations from each component.
`n`	An integer for the sample size.
`p`	An integer for the dimension.
`g`	An integer for the number of components.
`ncov`	An integer for type of covariance.

The covariance array.

McLachlan G.J. and Krishnan T. (2008). The EM Algorithm and Extensions (2nd). Hoboken, New Jersey: Wiley.

McLachlan G.J. and Peel D. (2000). Finite Mixture Models. New York: Wiley.