DiscriMiner (version 0.1-25)

totalCov: Total Covariance Matrix

Description

Calculates total covariance matrix

Usage

totalCov(variables, div_by_n = FALSE)

Arguments

variables

matrix or data frame with explanatory variables (No missing values are allowed)

div_by_n

logical indicating division by number of observations

Details

When div_by_n=TRUE the covariance matrices are divided by n (number of observations), otherwise they are divided by n-1

See Also

totalSS, betweenCov, withinCov

Examples

# load iris dataset
  data(iris)

  # total covariance matrix (dividing by n-1)
  totalCov(iris[,1:4])

  # total covariance matrix (dividing by n)
  totalCov(iris[,1:4], div_by_n=TRUE)