gmvi.fun {GWI}

Function for GVI and MVI

Description

The function computes GVI and MVI indexes for multivariate positive continuous data.

Usage

gmvi.fun(Y)

Arguments

Y

A matrix of positive continuous random variables

Details

gmvi.fun computes the GVI and MVI indexes defined in Kokonendji et al. (2020).

Value

Returns:

gvi

The generalized variation index

mvi

The marginal variation index

Author(s)

Aboubacar Y. Touré and Célestin C. Kokonendji

References

Kokonendji, C.C., Touré, A.Y. and Sawadogo, A. (2020). Relative variation indexes for multivariate continuous distributions on [0,\infty)^k and extensions, AStA Advances in Statistical Analysis 104, 285-307.

Examples

Y<-cbind(c(2.3 ,26.1 ,8.7 ,10.9 ,1.2,1.4),c(9.7 ,7.3,9.3 ,9.4 ,10.5 ,9.8))
gmvi.fun(Y)
Z<-cbind(c(2.3 ,26.1 ,8.7),c(9.7 ,7.3,9.3),c(9.7 ,7.3,9.3),c(9.7 ,7.3,9.3))
gmvi.fun(Z)