inverse {EMMIXskew}R Documentation

Inverse of a covariance matrix

Description

Calculate the inverse of a covariance matrix.

Usage

inverse(sigma, p)

Arguments

sigma

The covariance matrix.

p

The dimension of the matrix.

Value

The inverse of the covariance matrix.

Note

The covariance matrix may be singular. This is of use only for the clustering of the data.

Author(s)

Kui Wang

Examples

a<- matrix(c(1,0,0,0),ncol=2)
a
inverse(a,2)
[Package EMMIXskew version 1.0.3 Index]