standard.matrix: Standardization of a matrix of support points on the basis of...

Description Usage Arguments Value Author(s) Examples

View source: R/standard.matrix.R

Description

Given a matrix of support points X and a corresponding vector of probabilities piv it computes the mean for each dimension, the variance covariance matrix, the correlation matrix, Spearman correlation matrix, and the standarized matrix Y

Usage

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Arguments

X

matrix of support points for the distribution included row by row

piv

vector of probabilities with the same number of elements as the rows of X

Value

mu

vector of the means

V

variance-covariance matrix

si2

vector of the variances

si

vector of standard deviations

Cor

Braives-Pearson correlation matrix

Sper

Spearman correlation matrix

Y

matrix of standardized support points

Author(s)

Francesco Bartolucci, Silvia Bacci, Michela Gnaldi - University of Perugia (IT)

Examples

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## Example of standardization of a randomly generated distribution
X = matrix(rnorm(100),20,5)
piv = runif(20); piv = piv/sum(piv)
out = standard.matrix(X,piv)

Example output

Loading required package: MASS
Loading required package: limSolve

MultiLCIRT documentation built on May 2, 2019, 2:38 p.m.