shape2scatter: Scatter Estimates from 'shapeNA' Objects

In shapeNA: M-Estimation of Shape for Data with Missing Values

Description

For Power M-estimates with tail index alpha < 1, the resulting estimate has a scale. For these shape estimates, scatter matrices can be computed. Results from tylerShape and tylerShapeNA give no scatter estimates. In these cases the function returns NA.

Usage

shape2scatter(obj)

Arguments

obj	shapeNA object, resulting from a call to powerShape and other functions from the same family.

Value

Scatter matrix estimate, or only NA if alpha = 1.

Examples

    S <- toeplitz(c(1, 0.3, 0.7))
    set.seed(123)
    x <- mvtnorm::rmvt(100, S, df = 3)
    obj_det <- powerShape(x, alpha = 0.85, normalization = 'det')
    shape2scatter(obj_det)
    obj_tr <- powerShape(x, alpha = 0.85, normalization = 'trace')
    shape2scatter(obj_tr)
    obj_one <- powerShape(x, alpha = 0.85, normalization = 'one')
    shape2scatter(obj_one)

shapeNA documentation built on March 15, 2021, 5:06 p.m.