TM: Wrapper for Joint M-estimation of location and scatter for a multivariate t-distribution
Description
The function returns, for some multivariate data, the joint M-estimation of location and scatter matrix for a multivariate t-distribution obtained from tM.
Usage
TM(x, ...)
Value
location
the location vector obtained from the joint M-estimation of location and scatter for a multivariate t-distribution.
scatter
the scatter matrix obtained from the joint M-estimation of location and scatter for a multivariate t-distribution.
Arguments
x
numeric data matrix or dataframe.
...
further arguments passed to or from other methods.
Author
Aurore Archimbaud and Joris May
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 TM function is proposed inside the ICSShiny application.