Covariance matrix

The \(n - 1\)-denominator covariance matrix, as stats::cov() computes it, extended to case weights when a cwt command is active. tda_corr is its correlation counterpart.

Usage

tda_cov(..., options = list(), dir = tempfile("tda"))

Arguments

...

a data frame, a matrix, or vectors.

options

a named list of further TDA options, passed through.

dir

working directory.

Value

An object carrying matrix, the covariance matrix with the variables' names on both dimensions.

See also

Other descriptive statistics: tda_brr(), tda_dstat(), tda_freq(), tda_independence(), tda_ineq(), tda_loglin(), tda_quant(), tda_rcorr(), tda_segr(), tda_subm()

Examples

set.seed(26)
d <- data.frame(x = rnorm(40), y = rnorm(40))
d$y <- d$y + 0.6 * d$x
tda_cov(d)$matrix
#>           x         y
#> x 1.2041370 0.7894007
#> y 0.7894007 1.5212078
cov(d)  # matches
#>           x         y
#> x 1.2041370 0.7894007
#> y 0.7894007 1.5212078