HistDAWass (version 1.0.4)

WH.var.covar: Method WH.var.covar

Description

Compute the variance-covariance matrix of a MatH object, i.e. a matrix of values consistent with a set of distributions equipped with a L2 wasserstein metric.

Usage

WH.var.covar(object, ...)
# S4 method for MatH
WH.var.covar(object, w = numeric(0))

Arguments

object

a MatH object

...

some optional parameters

w

it is possible to add a vector of weights (positive numbers) having the same size of the rows of the MatH object, default = equal weight for each row

Value

a squared matrix with the (weighted) variance-covariance values

References

Irpino, A., Verde, R. (2015) Basic statistics for distributional symbolic variables: a new metric-based approach Advances in Data Analysis and Classification, DOI 10.1007/s11634-014-0176-4

Examples

# NOT RUN {
WH.var.covar(BLOOD)
# generate a set of random weights
RN<-runif(get.MatH.nrows(BLOOD))
WH.var.covar(BLOOD,w=RN)
# }