Weighted Scatter Matrix based on Fourth Moments
Description
Estimates the weighted scatter matrix based on the 4th moments of the data.
Usage
1 2 
Arguments
x 
numeric data matrix or dataframe. 
wt 
numeric vector of nonnegative weights. At least some weights must be larger than zero. 
location 

method 
Either 
na.action 
a function which indicates what should happen when the data contain 'NA's. Default is to fail. 
Details
If location = TRUE
, then the scatter matrix is given for a n x p data matrix X by
1/(p+2) ave{w_i[(x_ix_bar)S^{1}(x_ix_bar)'] (x_ix_bar)'(x_ix_bar)},
where w_i are the weights standardized such that sum(w_i)=1,
x_bar is the weighted mean vector and S the weighted covariance matrix.
For details about the weighted mean vector and weighted covariance matrix see cov.wt
.
Value
A matrix.
Author(s)
Klaus Nordhausen
See Also
cov4
, cov.wt
Examples
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