Bulk mixture covariance \(\boldsymbol{\Sigma}(\boldsymbol{p})\)

Assembles the conditional covariance of the Gaussian convolution $$ \boldsymbol{\Sigma}(\boldsymbol{p}) =\sum_{j=1}^{J}p_j^{2}\,\boldsymbol{\Sigma}_j, $$ stored as slices of the array Sigma.

Usage

.compute_global_variance(p, Sigma)

Arguments

p

Numeric vector \(\boldsymbol{p}\in\mathbb{R}^{J}\).

Sigma

Array in \(\mathcal{M}_{G\times G\times J}\) whose slice \(\boldsymbol{\Sigma}_j=\) Sigma[,, j] is the cell-type covariance.

Value

Symmetric matrix \(\boldsymbol{\Sigma}(\boldsymbol{p})\in\mathcal{M}_{G\times G}\).