ICS_tcov: Pairwise one-step M-estimate of scatter for ICS

In ICSClust: Tandem Clustering with Invariant Coordinate Selection

Pairwise one-step M-estimate of scatter for ICS

Description

Wrapper function for the pairwise one-step M-estimator of scatter with weights based on pairwise Mahalanobis distances, as computed by tcov(). Note that this estimator is based on pairwise differences and therefore no location estimate is returned.

Usage

ICS_tcov(x, beta = 2)

Arguments

x	a numeric matrix or data frame.
beta	a positive numeric value specifying the tuning parameter of the pairwise one-step M-estimator (default to 2), see tcov().

Value

An object of class "ICS_scatter" with the following components:

location	this is NULL as the estimator is based on pairwise differences and does not use a 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

See Also

ICS()

tcov(), ucov(), ICS_ucov()

ICSClust documentation built on Sept. 21, 2023, 5:07 p.m.