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rrcov (version 1.3-8)

rrcov-utils: Different utility functions to be used in rrcov and packages depending on rrcov

Description

Different utility functions to be used in rrcov and packages depending on rrcov:
  • myscreeplotPlots screeplots for two covariance matrices
  • mtxconfusionComputes a confusion matrix between actual and predicted class membership
  • MATLAB-like functions
    • sqrtmReturns the square root of a symetric positive definite matrix
    • onesReturns a nxp matrix filled with ones
    • zerosReturns a nxp matrix filled with zeros
    • vecnormReturns the norm of a vector
    • rankMMReturns the rank of the matrix
    • repmatReplicates a matrix

Usage

myscreeplot(rcov, ccov)
    mtxconfusion(actual, predicted, prior = NULL, printit=FALSE)
    sqrtm(A)

Arguments

A
A matrix.
tol
Optional numerical tolerance (compared to singular values).
sv
A vector of non-increasing singular values of a matrix A, if already computed.
rcov, ccov
Covariance matrices.
n
Number of rows.
p
Number of columns.
actual
Actual class membership.
predicted
Predicted class membership.
prior
Prior probabilities.
printit
Wheather to print the results.