covOrigin            package:ICS            R Documentation(latin1)

_C_o_v_a_r_i_a_n_c_e _M_a_t_r_i_x _w_i_t_h _R_e_s_p_e_c_t _t_o _t_h_e _O_r_i_g_i_n

_D_e_s_c_r_i_p_t_i_o_n:

     Estimates the covariance matrix with respect to the origin.

_U_s_a_g_e:

     covOrigin(X, location = NULL, na.action = na.fail)

_A_r_g_u_m_e_n_t_s:

       X: a numeric data matrix or dataframe.

location: 

na.action: a function which indicates what should happen when the data
          contain 'NA's.  Default is to fail.

_D_e_t_a_i_l_s:

     The covariance matrix S_0 with respect to origin is given for a
     matrix X with n observations by

                              S_0=X'X/n.

_V_a_l_u_e:

     A matrix.

_A_u_t_h_o_r(_s):

     Klaus Nordhausen, klaus.nordhausen@uta.fi

_S_e_e _A_l_s_o:

     'cov'

_E_x_a_m_p_l_e_s:

     set.seed(654321)
     cov.matrix <- matrix(c(3,2,1,2,4,-0.5,1,-0.5,2), ncol=3)
     X <- rmvnorm(100,c(0,0,0),cov.matrix)
     covOrigin(X)
     rm(.Random.seed)

