sigma_mv: sigma_mv: Part of DCEM package.
Description
Initializes the co-variance matrices as the identity matrices.
Usage
sigma_mv(num_sigma, numcol)
Arguments
num_sigma
(numeric): Number of covariance matrices.
numcol
(numeric): The number of columns in the dataset.
Value
A list of identity matrices. The number of entries in the list
is equal to the input parameter (num_cov).