covdgk:

In musto101/wilcox_R: What the package does (short line)

Usage

covdgk(x, csteps = 10)

Arguments

x
csteps

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (x, csteps = 10) 
{
    p <- dim(x)[2]
    covs <- var(x)
    mns <- apply(x, 2, mean)
    for (i in 1:csteps) {
        md2 <- mahalanobis(x, mns, covs)
        medd2 <- median(md2)
        mns <- apply(x[md2 <= medd2, ], 2, mean)
        covs <- var(x[md2 <= medd2, ])
    }
    rd2 <- mahalanobis(x, mns, covs)
    const <- median(rd2)/(qchisq(0.5, p))
    covs <- const * covs
    list(center = mns, cov = covs)
  }

musto101/wilcox_R documentation built on May 23, 2019, 10:52 a.m.