HRMEST {ICSShiny}

Wrapper for Joint Affine Equivariant Estimation of Multivariate Median and Tyler's Shape Matrix

Description

The function returns, for some multivariate data, the joint affine equivariant estimation of multivariate median and Tyler's shape matrix obtained from HR.Mest.

Usage

HRMEST(x, ...)

Arguments

x

numeric data matrix or dataframe.

...

further arguments passed on to HR.Mest.

Details

The use of the ICSShiny function requires to pass as an argument a list with: the location vector and the scatter matrix, as the first two arguments.

The HRMEST function is mainly for internal use in the ICSShiny application.

Value

location

the location vector obtained from the joint affine equivariant estimation of multivariate median and Tyler's shape matrix.

scatter

the scatter matrix obtained from the joint affine equivariant estimation of multivariate median and Tyler's shape matrix.

Author(s)

Klaus Nordhausen

References

HR.Mest

See Also

HR.Mest, ICSShiny

Examples

library(ICSShiny)
res.HR.Mest <- HRMEST(iris[, 1:4], maxiter = 1000)