R: Location Estimate based on Third Moments

mean3 {ICS} | R Documentation

## Location Estimate based on Third Moments

### Description

Estimates the location based on third moments.

### Usage

    mean3(X, na.action = na.fail)

### Arguments

`X` | numeric data matrix or dataframe with at least two columns.
`na.action` | a function which indicates what should happen when the data contain 'NA's. Default is to fail.

### Details

This Location Estimate is defined for n x p matrix X as

1/p ave{[(x_i-x_bar)S^{-1}(x_i-x_bar)'] x_i},

where x_bar is the mean vector and S the regular covariance matrix.

### Value

A vector.

### Author(s)

Klaus Nordhausen

### References

Oja, H., Sirkiä, S. and Eriksson, J. (2006), Scatter matrices and independent component analysis, Austrian Journal of Statistics, 35, 175–189.

### Examples

    set.seed(654321)
    cov.matrix <- matrix(c(3,2,1,2,4,-0.5,1,-0.5,2), ncol=3)
    X <- rmvnorm(100, c(0,0,0), cov.matrix)
    mean3(X)
    rm(.Random.seed)

[Package ICS version 1.3-0 Index]