tensor_moment: Construct Higher Order Tensorian Moments

In junruidi/cdHOTS: Construct and Decomposes Higher Order Tensorian Statistics

Description

3rd and 4th order (centered and/or standardized) tensorian moments

Usage

tensor_moment(Y, center = TRUE, standardize = TRUE, p = c(3, 4))

Arguments

Y	data.frame or matrix of multivariate data of dimension n*p
center	column-center the data first, default is TRUE.
standardize	standardize the multivariate data, i.e. convert it to the left singular matrix
p	what is the order to construct

Details

Suppose Y = USV' is the SVD, standardization is done by taking U only

Value

A list with eliments

moment	3rd or 4th order tensors
w	whitening matrix if standardize = TRUE

Examples

data(dat)
moment_center_sd_3 = tensor_moment(Y = dat, center = TRUE, standardize = TRUE, p = 3)$moment

junruidi/cdHOTS documentation built on Aug. 29, 2021, 10:57 a.m.