![]() ![]() You can get estimates for group variance-covariance matrices and/or group means by passing into the library the array grp_cov_indices of size g. The pooled mean estimate is returned in the array that should store at least p elements, where p is the dimension of the task. ![]() For information on available storage formats and memory requirements, see Table Storage formats of a variance-covariance/correlation matrix of the Summary Statistics section of. The pooled variance-covariance matrix is packed as a one-dimensional array. Thus, grp_indices= k if observation j belongs to the group indexed k. Indices of the groups take values from the range. To compute a pooled variance-covariance and/or a pooled mean, you need to split observations into g groups by allocating array grp_indices of size n, where n is the number of observations. Use the VSL_SS_METHOD_1PASS method to compute pooled/group variance-covariance matrices, or pooled/group means.įor the definition of pooled/group variance-covariance matrices, see the Mathematical Notation and Definitions chapter in the Summary Statistics section of. ![]()
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