Estimate mixture covariance matrix from within-group covariance matrices
mix_matrix(mat_list, mu_mat, p_vec, N = NULL, group_names = NULL,
var_names = NULL)List of covariance matrices.
Matrix of mean parameters, with groups on the rows and variables on the columns.
Vector of proportion of cases in each group.
Optional total sample size across all groups (used to compute unbiased covariance estimates).
Optional vector of group names.
Optional vector of variable names.
List of mixture covariances and means.