Estimates the location based on third moments.
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X |
numeric data matrix or dataframe with at least two columns. |
na.action |
a function which indicates what should happen when the data contain 'NA's. Default is to fail. |
This Location Estimate is defined for n x p matrix X as
1/p ave{[(x_i-x_bar)S^{-1}(x_i-x_bar)'] x_i},
where x_bar is the mean vector and S the regular covariance matrix.
A vector.
Klaus Nordhausen
Oja, H., Sirkiä, S. and Eriksson, J. (2006), Scatter matrices and independent component analysis, Austrian Journal of Statistics, 35, 175–189.
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