affine.trans: Function For Affine Data Transformation

In MNM: Multivariate Nonparametric Methods. An Approach Based on Spatial Signs and Ranks

Description

Function for transformations of the form Ax+b or A^(1/2)x+b.

Usage

affine.trans(X, A = diag(1, dim(X)[2]), b = rep(0, dim(X)[2]), 
             A.sqrt = FALSE, na.action = na.fail)

Arguments

X	a numeric data frame or matrix with p columns.
A	full rank p times p matrix.
b	numeric vector of length p.
A.sqrt	logical. If TRUE the symmetric square root of A will be used.
na.action	a function which indicates what should happen when the data contain 'NA's. Default is to fail.

Value

a matrix.

Author(s)

Klaus Nordhausen

Examples

data(iris)
IRIS <- iris[,1:4]
colMeans(IRIS)
cov(IRIS)
IRIS.trans <- affine.trans(IRIS, solve(cov(IRIS)), colMeans(IRIS),TRUE)
colMeans(IRIS.trans)
cov(IRIS.trans)

MNM documentation built on May 2, 2019, 5:09 a.m.