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Compute efficiently (via Fortran code) the means, covariance and scattering matrices conditioning on a weighted or indicator matrix
covw(X, Z, normalize = TRUE)
A list with the following components:
A
A
A
A
A
A logical indicating if rows of Z
should be normalized to sum to one.
M. Fop and L. Scrucca
# Z as an indicator matrix
X <- iris[,1:4]
Z <- unmap(iris$Species)
str(covw(X, Z))
# Z as a matrix of weights
mod <- Mclust(X, G = 3, modelNames = "VVV")
str(covw(X, mod$z))
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