MaxSkew (version 1.1)

.MaxSkewThree: MaxSkew: skewness-based projection pursuit

Description

Finds Orthogonal Data Projections with Maximal Skewness for Trivariate Random Vectors

Usage

.MaxSkewThree(data, iterations)

Arguments

data

Data matrix where rows and columns represent units and variables.

iterations

Number of required iterations.

Details

It is an internal function called by MaxSkew

References

de Lathauwer L., de Moor B.and Vandewalle J. (2000). Onthebestrank-1andrank-(R_1,R_2,...R_N) approximation of high-order tensors. SIAM Jour. Matrix Ana. Appl. 21, 1324-1342.

Loperfido, N. (2010). Canonical Transformations of Skew-Normal Variates. Test 19, 146-165.

Loperfido, N. (2013). Skewness and the Linear Discriminant Function. Statistics and Probability Letters 83, 93-99.

Malkovich, J.F. and Afifi, A.A. (1973). On Tests for Multivariate Normality. J. Amer. Statist. Ass. 68, 176-179