R/covAxis.R

In ICS: Tools for Exploring Multivariate Data via ICS/ICA

### covAxis computes a scatter functional that is needed for PAA
### The matrix can be seen as a one step Tyler functional
###
#' @export
`covAxis` <-
function(X, na.action = na.fail)
    {
    X<-na.action(X)
    X<-as.matrix(X)

    n <- dim(X)[1]
    p <- dim(X)[2]
    if (p<2) stop("'X' must be at least bivariate")

    Xmeans <- colMeans(X)
    di<-sqrt(mahalanobis(X,Xmeans,cov(X)))
    X.centered <- sweep(X, 2, Xmeans)
    Y<-sweep(X.centered,1,di,FUN="/")

    v.tilde <- p*crossprod(Y) / n
    return(v.tilde)
    }