Mean Covariance Matrix
Estimate geometric mean for a set of covariance matrices
MeanMatrix(matrix.array, tol = 1e-10)
matrix.array |
k x k x m array of covariance matrices, with k traits and m matrices |
tol |
minimum riemannian distance between sequential iterated means for accepting an estimated matrix |
geometric mean covariance matrix
Guilherme Garcia, Diogo Melo
Bini, D. A., Iannazzo, B. 2013. Computing the Karcher Mean of Symmetric Positive Definite Matrices. Linear Algebra and Its Applications, 16th ILAS Conference Proceedings, Pisa 2010, 438 (4): 1700-1710. doi:10.1016/j.laa.2011.08.052.
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.