Single covariance matrix or list of covariance matrices.
If cov.x is a single matrix, it is compared to cov.y.
If cov.x is a list and no cov.y is supplied, all matrices
are compared to each other.
If cov.x is a list and cov.y is supplied, all matrices in cov.x are compared to cov.y.
cov.y
First argument is compared to cov.y.
...
additional arguments passed to other methods
ret.dim
number of retained dimensions in the comparison. Defaults to all.
repeat.vector
Vector of repeatabilities for correlation correction.
parallel
if TRUE computations are done in parallel. Some foreach back-end must be registered, like doParallel or doMC.
Author
Edgar Zanella Alvarenga
References
Singhal, A. and Seborg, D. E. (2005), Clustering multivariate time-series data. J. Chemometrics, 19: 427-438. doi: 10.1002/cem.945