HRMEST: Wrapper for Joint Affine Equivariant Estimation of Multivariate Median and Tyler's Shape Matrix
Description
The function returns, for some multivariate data, the joint affine equivariant estimation of multivariate median and Tyler's shape matrix obtained from HR.Mest.
Usage
HRMEST(x, ...)
Value
location
the location vector obtained from the joint affine equivariant estimation of multivariate median and Tyler's shape matrix.
scatter
the scatter matrix obtained from the joint affine equivariant estimation of multivariate median and Tyler's shape matrix.
Arguments
x
numeric data matrix or dataframe.
...
further arguments passed on to HR.Mest.
Author
Klaus Nordhausen
Details
The use of the ICSShiny function requires to pass as an argument a list with: the location vector and the scatter matrix, as the first two arguments.
The HRMEST function is mainly for internal use in the ICSShiny application.