hyperSpec (version 0.100.2)

cov,hyperSpec,missing-method: Covariance matrices for hyperSpec objects

Description

Covariance matrices for hyperSpec objects

Usage

# S4 method for hyperSpec,missing
cov(
  x,
  y = NULL,
  use = "everything",
  method = c("pearson", "kendall", "spearman")
)
pooled.cov(x, groups, ..., regularize = 1e-05 * max(abs(COV)))

Value

covariance matrix of size nwl (x) x nwl (x)

Arguments

x

hyperSpec object

y

not supported

use, method

handed to cov

groups

factor indicating the groups

...

ignored

regularize

regularization of the covariance matrix. Set 0 to switch off

pooled.cov calculates pooled covariance like e.g. in LDA.

Author

C. Beleites

See Also

cov

Examples

image (cov (chondro))
pcov <-  pooled.cov (chondro, chondro$clusters)
plot (pcov$means)
image (pcov$COV)