getCovMatrix {cocons}R Documentation

Covariance matrix for "coco" class

Description

Compute the covariance matrix of coco.object.

Usage

getCovMatrix(coco.object, type = 'global', index = NULL)

Arguments

coco.object

(S4) a fitted coco() object.

type

(character) whether 'global' to retrieve the regular covariance matrix, or 'local' to retrieve global covariance. based on the local aspects of a specific location (not implemented yet).

index

(integer) index to perform local covariance matrix (not implemented yet).

Value

(matrix) a n x n covariance matrix.

Author(s)

Federico Blasi


[Package cocons version 0.1.2 Index]