The group means are packed in the grp_means array in series. The estimates for group variance-covariance matrices and group means are stored in one-dimensional arrays grp_cov and grp_means, respectively. If the group variance-covariance matrix and/or the vector of means are to be returned, grp_cov_indices = 1. This array determines the group variance-covariance matrices and/or means to be returned:

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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