correlation_matrix

Estimates the correlation matrix of the dataset

internal

Implements estimators for structured covariance matrices in the
presence of pairwise and spatial covariates.
Metodiev, Perrot-Dockès, Ouadah, Fosdick, Robin, Latouche & Raftery (2025)
<doi:10.48550/arXiv.2411.04520>.

Martin Metodiev

scov

Structured Covariances Estimators for Pairwise and Spatial
Covariates

Marie Perrot-Dockès

Stéphane Robin

correlation_matrix function

<dl><dt>dataset</dt>
<dd>n x d matrix (n = number of observations, d = dimension)</dd>
<dt>mean_estim</dt>
<dd>estimate of the mean vector of the dataset</dd>
<dt>sd_estim</dt>
<dd>estimate of the standard deviation vector of the dataset</dd></dl>

Arguments

Estimates the correlation matrix of the dataset — correlation_matrix

<dl>

<dt>dataset</dt>
<dd>n x d matrix (n = number of observations, d = dimension)</dd>


<dt>mean_estim</dt>
<dd>estimate of the mean vector of the dataset</dd>


<dt>sd_estim</dt>
<dd>estimate of the standard deviation vector of the dataset</dd>

</dl>

correlation_matrix: Estimates the correlation matrix of the dataset

Description

Usage

Value

Arguments