hypvoltmvnorm: Approximate hypervolume for multivariate data

In mclustAddons: Addons for the 'mclust' Package

Approximate hypervolume for multivariate data

Description

Approximate the hypervolume of a multivariate dataset by assuming a truncated multivariate normal (TMVN) distribution within given radius.

Usage

hypvoltmvnorm(data, radius = NULL, ...)

Arguments

data	A numeric vector, matrix, or data frame. If a matrix or data frame, rows correspond to observations and columns correspond to variables. Categorical variables and missing values are not allowed.
radius	A numerical value specifying the radius to be used for truncating the multivariate Gaussian distribution. If not provided is set to sqrt(d+1), where d is the dimensionality of the data, i.e. number of columns of data.
...	Further arguments passed to or from other methods.

Value

Returns a list with the following components:

• sigma The estimated covariance matrix.

• radius The radius used for computation.

• logvol The log of hypervolume.

• logdens The smallest log-density for observed data points within the radius.

Author(s)

Luca Scrucca

Examples

x1 = rnorm(1000)
x2 = 0.8*x1 + rnorm(1000)
x = cbind(x1, x2)
hypvoltmvnorm(x, radius = 1)

mclustAddons documentation built on Dec. 3, 2025, 5:08 p.m.