HRMEST | R Documentation |
The function returns, for some multivariate data, the joint affine equivariant estimation of multivariate median and Tyler's shape matrix obtained from HR.Mest
.
HRMEST(x, ...)
x |
numeric data matrix or dataframe. |
... |
further arguments passed on to |
The use of the ICSShiny
function requires to pass as an argument a list with: the location vector and the scatter matrix, as the first two arguments.
The HRMEST
function is mainly for internal use in the ICSShiny
application.
location |
the location vector obtained from the joint affine equivariant estimation of multivariate median and Tyler's shape matrix. |
scatter |
the scatter matrix obtained from the joint affine equivariant estimation of multivariate median and Tyler's shape matrix. |
Klaus Nordhausen
HR.Mest
HR.Mest
, ICSShiny
library(ICSShiny)
res.HR.Mest <- HRMEST(iris[, 1:4], maxiter = 1000)
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