covOrigin {ICS} | R Documentation |
Estimates the covariance matrix with respect to the origin.
covOrigin(X, location = NULL, na.action = na.fail)
X |
a numeric data matrix or dataframe. |
location |
optional location value which serves then as the center instead of the origin. |
na.action |
a function which indicates what should happen when the data contain 'NA's. Default is to fail. |
The covariance matrix S_0 with respect to origin is given for a matrix X with n observations by
S_0=X'X/n.
A matrix.
Klaus Nordhausen, klaus.nordhausen@uta.fi
set.seed(654321) cov.matrix <- matrix(c(3,2,1,2,4,-0.5,1,-0.5,2), ncol=3) X <- rmvnorm(100,c(0,0,0),cov.matrix) covOrigin(X) rm(.Random.seed)