Description Usage Arguments Value Examples
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
.
1 | shape2scatter(obj)
|
obj |
|
Scatter matrix estimate, or only NA
if alpha
= 1.
1 2 3 4 5 6 7 8 9 | 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)
|
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