gen_kurtosis | R Documentation |
Extracts the generalized kurtosis values of the components obtained via an ICS transformation.
gen_kurtosis(object, ...)
## S3 method for class 'ICS'
gen_kurtosis(object, select = NULL, scale = FALSE, index = NULL, ...)
object |
an object inheriting from class |
... |
additional arguments to be passed down. |
select |
an integer, character, or logical vector specifying for which
components to extract the generalized kurtosis values, or |
scale |
a logical indicating whether to scale the generalized kurtosis
values to have product 1 (default to |
index |
an integer vector specifying for which components to extract
the generalized kurtosis values, or |
The argument scale
is useful when ICS is performed with shape
matrices rather than true scatter matrices. Let S_{1}
and
S_{2}
denote the scatter or shape matrices used in ICS.
If both S_{1}
and S_{2}
are true scatter matrices, their
order in principal does not matter. Changing their order will just reverse
the order of the components and invert the corresponding generalized
kurtosis values.
The same does not hold when at least one of them is a shape matrix rather than a true scatter matrix. In that case, changing their order will also reverse the order of the components, but the ratio of the generalized kurtosis values is no longer 1 but only a constant. This is due to the fact that when shape matrices are used, the generalized kurtosis values are only relative ones. It is then useful to scale the generalized kurtosis values such that their product is 1.
A numeric vector containing the generalized kurtosis values of the requested components.
Andreas Alfons and Aurore Archimbaud
ICS()
coef()
, components()
,
fitted()
, and plot()
methods
data("iris")
X <- iris[,-5]
out <- ICS(X)
gen_kurtosis(out)
gen_kurtosis(out, scale = TRUE)
gen_kurtosis(out, select = c(1,4))
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