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Sample covariance matrix

Source: R/covariance_estimators.R
cov_sample.Rd

Computes the usual unbiased sample covariance matrix.

Usage

cov_sample(X)

Arguments

X

Numeric matrix or data frame.

Value

A covariance matrix.

Examples

X <- as.matrix(mtcars[, c("disp", "hp", "wt")])
cov_sample(X)
#>            disp         hp         wt
#> disp 15360.7998 6721.15867 107.684204
#> hp    6721.1587 4700.86694  44.192661
#> wt     107.6842   44.19266   0.957379