Update covariance of a single class

Update covariance of a single class

Usage

update_Omega_c(S_c, m_c, n_Omega_0, V_Omega_0)

Arguments

S_c

[matrix(P_r, P_r)]
The scatter matrix of this class.

m_c

[integer(1)]
The number of observations in this class.

n_Omega_0

[integer(1)]
The degrees of freedom of the Inverse Wishart prior for each Omega_c.

V_Omega_0

[matrix(P_r, P_r)]
The scale matrix of the Inverse Wishart prior for each Omega_c.

Value

An update for Omega_c.

Examples

update_Omega_c(S_c = diag(2), m_c = 10, n_Omega_0 = 4, V_Omega_0 = diag(2))
#>             [,1]        [,2]
#> [1,] 0.323202252 0.005142021
#> [2,] 0.005142021 0.288210551