"VarCovar"
and its subclassesObjects of class "VarCovar"
and its subclasses
"CovarianceMatrix"
and "Variance"
represent the covariance and
variance, respectively, of the linear statistic.
Class "VarCovar"
is a virtual class defined as the class union
of "CovarianceMatrix"
and "Variance"
, so objects cannot be
created from it directly.
Objects can be created by calls of the form
new("CovarianceMatrix", covariance, \dots)
and
new("Variance", variance, \dots)
where covariance
is a covariance matrix and variance
is numeric
vector containing the diagonal elements of the covariance matrix.
For objects of class "CovarianceMatrix"
:
covariance
:Object of class "matrix"
. The covariance matrix.
For objects of class "Variance"
:
variance
:Object of class "numeric"
. The diagonal elements of the
covariance matrix.
For objects of classes "CovarianceMatrix"
or "Variance"
:
Class "VarCovar"
, directly.
For objects of class "VarCovar"
:
Class "CovarianceMatrix"
, directly.
Class "Variance"
, directly.
signature(object = "CovarianceMatrix")
: See the documentation for
covariance
for details.
signature(.Object = "CovarianceMatrix")
: See the documentation for
initialize
(in package methods) for
details.
signature(.Object = "Variance")
: See the documentation for
initialize
(in package methods) for
details.
signature(object = "CovarianceMatrix")
: See the documentation for
variance
for details.
signature(object = "Variance")
: See the documentation for
variance
for details.