md_b: Location of Minimum Density Hyperplane

In DavidHofmeyr/PPCI: Projection Pursuit for Cluster Identification

Description

The value of b which minimises the penalised integrated density on the hyperplane H(v, b) = [x : v'x = b] (assumes the data have zero mean vector). If v is a locally optimal solution for the projection index f_md then H(v, b) is a locally optimal hyperplane.

Usage

md_b(v, X, P)

Arguments

v	a numeric vector of length ncol(X)
X	a numeric matrix (num_data x num_dimensions) to be projected on v
P	a list of parameters including (at least) $h (positive numeric bandwidth value), $alpha (positive numeric constraint width), $C (positive numeric affecting the slope of the penalty)

Value

the value of b given in the description.

DavidHofmeyr/PPCI documentation built on March 9, 2020, 5:05 p.m.