Mean3Cov4

Returns, for some multivariate data, the location vector based on 3rd moments and the scatter matrix based on 4th moments.

 multivariate

Implementation of Tyler, Critchley, Duembgen and Oja's (JRSS B, 2009,
<doi:10.1111/j.1467-9868.2009.00706.x>) and Oja, Sirkia and Eriksson's
(AJS, 2006, <https://www.ajs.or.at/index.php/ajs/article/view/vol35,%20no2%263%20-%207>) method of two different
scatter matrices to obtain an invariant coordinate system or independent
components, depending on the underlying assumptions.

Klaus Nordhausen

Tools for Exploring Multivariate Data via ICS/ICA

Andreas Alfons

Aurore Archimbaud

Hannu Oja

Anne Ruiz-Gazen

David E. Tyler

Mean3Cov4 function

<dl> <dt>x</dt>
<dd>a numeric data matrix.</dd></dl>

Arguments

Author

Location Vector Based on 3rd Moments and Scatter Matrix Based on 4th Moments — Mean3Cov4

<dl>

 <dt>x</dt>
<dd>a numeric data matrix.</dd>

</dl>

Mean3Cov4: Location Vector Based on 3rd Moments and Scatter Matrix Based on 4th Moments

Description

Usage

Value

Arguments

Author

Details

See Also

Examples