rrcov (version 1.7-2)

rrcov-utils: Different utility functions to be used in rrcov and packages depending on rrcov

Description

Different utility functions to be used in rrcov and packages depending on rrcov:

• myscreeplot Plots screeplots for two covariance matrices

• mtxconfusion Computes a confusion matrix between actual and predicted class membership

• MATLAB-like functions

  • sqrtm Returns the square root of a symetric positive definite matrix

  • ones Returns a nxp matrix filled with ones

  • zeros Returns a nxp matrix filled with zeros

  • vecnorm Returns the norm of a vector

  • rankMM Returns the rank of the matrix

  • repmat Replicates a matrix

Usage

myscreeplot(rcov, ccov)
    mtxconfusion(actual, predicted, prior = NULL, printit=FALSE)
    sqrtm(A)

Arguments

A

A matrix.

tol

Optional numerical tolerance (compared to singular values).

sv

A vector of non-increasing singular values of a matrix A, if already computed.

rcov, ccov

Covariance matrices.

n

Number of rows.

p

Number of columns.

actual

Actual class membership.

predicted

Predicted class membership.

prior

Prior probabilities.

printit

Wheather to print the results.

Author

Valentin Todorov