spatial.median {ICSNP}

Spatial Median

Description

iterative algorithm to compute the spatial median.

Usage

 
spatial.median(X, init = NULL, maxiter = 500, eps = 1e-06, 
               print.it = FALSE, na.action = na.fail)

Arguments

X

a numeric data frame or data matrix.

init

Starting value for the alogrihtm, if 'NULL', the vector of marginal medians is used.

maxiter

maximum number of iterations.

eps

convergence tolerance.

print.it

logical. If TRUE prints the number of iterations, otherwise not.

na.action

a function which indicates what should happen when the data contain 'NA's. Default is to fail.

Details

Follows the algorithm of Vardi and Zhang.

Value

vector of the spatial median.

Author(s)

Klaus Nordhausen and Seija Sirkia

References

Vardi, Y. and Zhang, C.-H. (1999), The multivariate L1-median and associated data depth, PNAS, 97, 1423–1426.

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)
spatial.median(X)
rm(.Random.seed)