cov_ML: Maximum likelihood estimator of mean vector and covariance...

Description Usage Arguments Value Author(s) References See Also Examples

View source: R/cov_ML.R

Description

Compute the maximum likelihood estimator of the mean vector and the covariance matrix.

Usage

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cov_ML(x, ...)

Arguments

x

a numeric matrix or data frame.

...

additional arguments are currently ignored.

Value

An object of class "cov_ML" with the following components:

center

a numeric vector containing the mean vector estimate.

cov

a numeric matrix containing the covariance matrix estimate.

n

an integer giving the number of observations.

Author(s)

Andreas Alfons

References

Zu, J. and Yuan, K.-H. (2010) Local influence and robust procedures for mediation analysis. Multivariate Behavioral Research, 45(1), 1–44.

See Also

test_mediation, fit_mediation

Examples

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data("BSG2014")

# define variables
x <- "ValueDiversity"
y <- "TeamCommitment"
m <- "TaskConflict"

# compute Huber M-estimator
cov_ML(BSG2014[, c(x, y, m)])

robmed documentation built on Nov. 5, 2018, 5:06 p.m.