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Covariance matrices for hyperSpec objects
# 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)))
pooled.cov(x, groups, ..., regularize = 1e-05 * max(abs(COV)))
hyperSpec object
not supported
handed to cov
cov
factor indicating the groups
ignored
regularization of the covariance matrix. Set 0 to switch off
0
pooled.cov calculates pooled covariance like e.g. in LDA.
pooled.cov
covariance matrix of size nwl (x) x nwl (x)
nwl (x)
# NOT RUN { image (cov (chondro)) pcov <- pooled.cov (chondro, chondro$clusters) plot (pcov$means) image (pcov$COV) # }
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