Recalculate covariance for a given structure.
getcov(msigma, sumtau, n, p, g, ncov)
An array for the covariance matrices.
A vector for the expected number of observations from each component.
An integer for the sample size.
An integer for the dimension.
An integer for the number of components.
An integer for type of covariance.
The covariance array.
McLachlan G.J. and Krishnan T. (2008). The EM Algorithm and Extensions (2nd). Hoboken, New Jersey: Wiley.
McLachlan G.J. and Peel D. (2000). Finite Mixture Models. New York: Wiley.