signcm: signcm

In Mufabo/Rrobustsp: Robust Signal Processing

signcm

Description

calculates the spatial sign covariance matrix (:= SCM)

Usage

signcm(x, center = F)

Arguments

center	: boolean. If True center data using spatial median Default = False
X	: N x p matrix

Value

C : Spatial covariance matrix

smed0 : spatial median. Computed only if center = True

Examples

x <- matrix(rnorm(9), 3, 3)

signcm(x)

Mufabo/Rrobustsp documentation built on June 11, 2022, 10:41 p.m.