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RGCCA (version 2.0)

cov2: Variance and Covariance (Matrices)

Description

cov2() is similar to cov() but has an additional argument. The denominator $n$ (bias = TRUE) can be used (instead of $n-1$) to give a biased estimator of the (co)variance.

Usage

cov2(x, y = NULL, bias = TRUE)

Arguments

x
A numeric vector, matrix or data.frame.
y
A numeric vector, matrix or data.frame.
bias
A logical value. If bias = TRUE, $n$ is used to give a biased estimator of the (co)variance. If bias = FALSE, $n-1$ is used (default: TRUE).

Value

C
Estimation of the variance (resp. covariance) of x (resp. x and y).