In muschellij2/clever: Calculate Leverage of Component Models

library(MASS)
library(e1071)

n <- 50000
p <- 1000

set.seed(0)
X <- t(mvrnorm(n, mu=rep(0, p), Sigma=diag(p)))

kurt <- function(X){
  return(apply(X, 2, kurtosis, type=1))
}

kurt_90_quant <- vector(mode='numeric', length=p)
kurt_90_quant[1:4] <- NA
for(i in 5:p){
  kurt_90_quant[i] <- as.numeric(quantile(kurt(X[1:i,]), .9))
}

usethis::use_data(kurt_90_quant, internal=TRUE)

muschellij2/clever documentation built on Sept. 26, 2020, 3:54 p.m.