hyperSpec (version 0.98-20140523)

cov: Covariance matrices for hyperSpec objects

Description

Covariance matrices for hyperSpec objects

Usage

## S3 method for class 'hyperSpec,missing':
cov(x, y, use, method)
  pooled.cov(x, groups, ...,
    regularize = 1e-05 * max(abs(COV)))

Arguments

x

hyperSpec object

y

not supported

use,method

handed to cov

groups

factor giving the 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.

Value

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

See Also

cov

Examples

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