robust.mvsn.dev <- function(x, params, robAlpha, robFuncType){
p = mvsn.params2p(params=params)
params = c(params, Inf) #Append on alpha and nu
robust.mvst.dev(x=x, params=params, robAlpha=robAlpha, robFuncType=robFuncType)
}
mvsn.start <- function(data){
mu = colMeans(data)
Sigma = var(data)
R = chol(Sigma)
Rinv = solve(R)
return( mvsn.dp2params(mu, Rinv, rep(0,length(mu))) )
}
mvsn.params2p <- function(params){
#length(params)=p(p+1)/2+2*p, use quadratic formula to find p
p = (-5/2+sqrt(25/4+4/2*length(params)))
if(p != floor(p))
stop("p is not an integer! params is not of the right length")
return(p)
}
mvsn.params2dp <- function(params){
p = mvsn.params2p(params)
Rinv = matrix(0, nr=p, nc=p)
Rinv[upper.tri(Rinv,diag=T)] = params[1:(p*(p+1)/2) + p]
return(list( mu=params[1:p]
,Rinv=Rinv
,alpha=params[1:p+p+p*(p+1)/2]) )
}
mvsn.dp2params <- function(mu, Rinv, alpha){
p = length(mu)
if(any(dim(Rinv)!=p))
stop("Rinv must be pxp!")
if(length(alpha)!=p)
stop("alpha must be of length p!")
return( c(mu, Rinv[upper.tri(Rinv,diag=T)], alpha ) )
}
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