Inverse of a covariance matrix

Description

Calculate the inverse of a covariance matrix.

Usage

inverse(sigma, p)

Arguments

Value

The inverse of the covariance matrix.

Note

The covariance matrix may be singular. This is of use only for the clustering of the data.

Author(s)

Kui Wang

Examples

a<- matrix(c(1,0,0,0),ncol=2)
a
inverse(a,2)

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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> library(EMMIXskew)
Loading required package: lattice
Loading required package: mvtnorm
Loading required package: KernSmooth
KernSmooth 2.23 loaded
Copyright M. P. Wand 1997-2009
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/EMMIXskew/inverse.Rd_%03d_medium.png", width=480, height=480)
> ### Name: inverse
> ### Title: Inverse of a covariance matrix
> ### Aliases: inverse
> 
> ### ** Examples
> 
> a<- matrix(c(1,0,0,0),ncol=2)
> a
     [,1] [,2]
[1,]    1    0
[2,]    0    0
> inverse(a,2)
     [,1]  [,2]
[1,]    1     0
[2,]    0 10000
> 
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>