Description Usage Arguments Value See Also Examples
View source: R/identification.R
For a matrix, first computes the mean of each column, second drop all column whose mean is less than a threshold, third returns the radial-angular decompositions
1 |
data |
a matrix representing the data. |
t |
a threshold value. |
returns a list l
including:
l$selected |
the normalized selected vectors (divided by the threshold) |
l$u |
their angular part |
l$gamma |
their radial part |
1 2 3 4 5 | raw.data<-rCMS(copulas=c(copClayton,copGumbel),
margins=c(marginLnorm,marginFrechet),
classes=c(rep(1,10),rep(2,10)),
params=c(0.5,1,1.5,1.7),n=1000)
data<-select.mean(raw.data,t=10)
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