find_good_alpha: On Affine Equivariant Multivariate Quantiles

Description Usage Arguments Value Author(s) References See Also

View source: R/geomqu.r

Description

This function returns the transformation matrix X(a), see Chakraborty, B. (2001).

Usage

1
find_good_alpha(X, eps = 0.025)

Arguments

X

must be a (n,2) matrix.

eps

stopping criterion.

Value

a list with a the selected rows of the data, X is the X(a) matrix, X_reduced is the data matrix X without the selected columns.

Author(s)

Nadja Klein, Paul Wiemann.

References

Chakraborty, B. (2001). On affine equivariant multivariate quantiles. Annals of the Institute of Statistical Mathematics, 53, 380–403. <https://doi.org/10.1023/A:1012478908041>.

See Also

geomqu.


bivquant documentation built on Aug. 28, 2019, 5:05 p.m.