TM {ICSShiny}

Wrapper for Joint M-estimation of location and scatter for a multivariate t-distribution

Description

The function returns, for some multivariate data, the joint M-estimation of location and scatter matrix for a multivariate t-distribution obtained from tM.

Usage

TM(x, ...)

Arguments

x

numeric data matrix or dataframe.

...

further arguments passed to or from other methods.

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 TM function is proposed inside the ICSShiny application.

Value

location

the location vector obtained from the joint M-estimation of location and scatter for a multivariate t-distribution.

scatter

the scatter matrix obtained from the joint M-estimation of location and scatter for a multivariate t-distribution.

Author(s)

Aurore Archimbaud and Joris May

References

tM

See Also

tM, ICSShiny

Examples

library(ICSShiny)
res.TM <- TM(iris[, 1:4], df=3)