covsim2:

Usage Arguments Examples

Usage

1
covsim2(n = 100, p = 2, steps = 5, gam = 0.4, runs = 20)

Arguments

n
p
steps
gam
runs

Examples

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##---- 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 (n = 100, p = 2, steps = 5, gam = 0.4, runs = 20) 
{
    A <- sqrt(diag(1:p))
    mbact <- 0
    for (i in 1:runs) {
        x <- matrix(rnorm(n * p), ncol = p, nrow = n)
        val <- floor(gam * n)
        tem <- 10 + 0 * 1:p
        x[1:val, ] <- x[1:val, ] + tem
        x <- x %*% A
        out <- covmba(x, csteps = steps)
        center <- out$center
        cov <- out$cov
        rd2 <- mahalanobis(x, center, cov)
        if (min(rd2[1:val]) > max(rd2[(val + 1):n])) 
            mbact <- mbact + 1
    }
    list(mbact = mbact)
  }

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