Estimate average within-group covariance matrices from a mixture covariance matrix
unmix_matrix(sigma, mu_mat, p_vec, N = NULL, group_names = NULL,
var_names = NULL)Mixture covariance matrix.
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 within-group covariances and means.