ExtKur {Kurt}

ExtKur: kurtosis based projection pursuit

Description

Returns a data projection with either maximal or minimal kurtosis.

Usage

ExtKur(data, iterations, maxmin)

Arguments

data

data matrix

iterations

number of required iterations

maxmin

is the choice to either maximise ("MAX") or minimise ("MIN") kurtosis

Value

linear

vector of coefficients

projection

vector of projected data

kurt

extreme kurtosis attainable by a data projection

Author(s)

Cinzia Franceschini and Nicola Loperfido

Examples

data(iris)
iris<-data.matrix(iris)#returns the matrix obtained by converting the data frame to numeric mode
ExtKur(iris[,1:4],10,"MAX") #returns a data projection with maximal kurtosis