mean3 {ICS} | R Documentation |
Location Estimate based on Third Moments
Description
Estimates the location based on third moments.
Usage
mean3(X, na.action = na.fail)
Arguments
X |
numeric data matrix or dataframe with at least two columns. |
na.action |
a function which indicates what should happen when the data contain 'NA's. Default is to fail. |
Details
This location estimate is defined for a n \times p
matrix X as
\frac{1}{p} ave_{i}\{[(x_{i}-\bar{x})S^{-1}(x_{i}-\bar{x})'] x_{i}\},
where \bar{x}
is the mean vector and S
the regular covariance matrix.
Value
A vector.
Author(s)
Klaus Nordhausen
References
Oja, H., Sirki?, S. and Eriksson, J. (2006), Scatter matrices and independent component analysis, Austrian Journal of Statistics, 35, 175–189.
Examples
set.seed(654321)
cov.matrix <- matrix(c(3,2,1,2,4,-0.5,1,-0.5,2), ncol=3)
X <- rmvnorm(100, c(0,0,0), cov.matrix)
mean3(X)
rm(.Random.seed)
[Package ICS version 1.4-1 Index]