robust_mean_cov: Robust covariance and correlation estimation from matrix
In bonStats/smcdar: Delayed-acceptance SMC
Description
Usage
Arguments
Value
View source: R/robust-cluster-cov.R
Description
Uses a clustering algorithm to estimate means, then estimate the covariance or correlation matrix.
Better for multimodal distributions. Uses fpc::kmeansruns to determine number of clusters.
Usage
1
robust_mean_cov(X, max_ncluster = 5, ...)
Arguments
X
A matrix, rows are observations.
max_ncluster
Max number of clusters to consider.
...
Settings for stats::cov.wt.
Value
Covariance or correlation matrix.
bonStats/smcdar documentation built on Dec. 19, 2021, 10:47 a.m.
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Description Usage Arguments Value
View source: R/robust-cluster-cov.R
Description
Uses a clustering algorithm to estimate means, then estimate the covariance or correlation matrix.
Better for multimodal distributions. Uses fpc::kmeansruns to determine number of clusters.
Usage
1 | robust_mean_cov(X, max_ncluster = 5, ...)
|
Arguments
X |
A matrix, rows are observations. |
max_ncluster |
Max number of clusters to consider. |
... |
Settings for |
Value
Covariance or correlation matrix.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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