evaluator: Function to evaluate spatial quantiles

In cepp: Context Driven Exploratory Projection Pursuit

Description

This provides an objective function whose minimization yields the spatial quantiles.

Usage

evaluator(n, p)

Arguments

n	The number of rows in the data
p	The number of columns in the data

Details

Returns another function suitable for passing to an optimizer like nlm or trust.

Value

A function that should be passed to an optimizer.

Author(s)

Mohit Dayal

References

P. Chaudhuri. "On a geometric notion of quantiles for multivariate data." Journal of the American Statistical Association, 91(434):862-872, 1996.

Examples

x <- rnorm(500)
dim(x) <- c(250,2)
ev <- evaluator(250,2)
##The Spatial Median
trust(ev, parinit=c(median(x[1,]), median(x[2,])), u=c(0,0),
      rinit=0.5, rmax=2e5, samp = x)
##Quantile for vector (0.2,0.3)
trust(ev, parinit=c(median(x[1,]), median(x[2,])), u=c(0.2,0.3),
      rinit=0.5, rmax=2e5, samp = x)

cepp documentation built on May 30, 2017, 7:42 a.m.