ICS_mlc: Cauchy location and Scatter Estimates for ICS
| ICS_mlc | R Documentation |
Cauchy location and Scatter Estimates for ICS
Description
It is a wrapper for the Cauchy estimator of location and scatter
for a multivariate t-distribution, as computed by ICS::tM().
Usage
ICS_mlc(x, location = FALSE, ...)
Arguments
x |
a numeric matrix or data frame. |
location |
a logical indicating whether to include the M-estimate of
location (defaults to |
... |
potential further arguments passed to |
Value
An object of class "ICS_scatter" with the following
components:
location |
if requested, a numeric vector giving the location estimate. |
scatter |
a numeric matrix giving the estimate of the scatter matrix. |
label |
a character string providing a label for the scatter matrix. |
Author(s)
Andreas Alfons and Aurore Archimbaud
See Also
ICS::tM(), ICS::ICS_tM()
