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ICSShiny (version 0.5)

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.

References

tM

See Also

tM, ICSShiny

Examples

Run this code
library(ICSShiny)
res.TM <- TM(iris[, 1:4], df=3)

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