R: Function to Compute Several Scatter Matrices for the Same...

multscatter {JADE} | R Documentation

## Function to Compute Several Scatter Matrices for the Same Data

### Description

The function can be used to compute several scatter matrices for the same data.

### Usage

    multscatter(scatterlist, X, toshape = TRUE)

### Arguments

`scatterlist` | a vector with the names of the scatter matrices to be computed. Note that each of these functions should only return a matrix of size p times p.
`X` | the n times p data matrix for which the scatter should be computed.
`toshape` | logical, whether scatter matrices should be converted to shape matrices. If TRUE, all matrices will have determinant 1.

### Details

It is important that the functions do not need any additional imput and that they return only the p times p scatter matrix. Hence it might be sometimes necessary to write wrappers for some of the functions. See examples.

### Value

An array of dimension c(p,p,k) where k is the number of scatter matrices.

### Author(s)

Klaus Nordhausen

### Examples

    # example requires the packages ICS and ICSNP
    library(ICSNP)
    X <- cbind(rexp(1000), rt(1000,6), runif(1000))

    my.tM1 <- function(X,df=1) tM(X,)$V
    my.tM2 <- function(X,df=2) tM(X,)$V

    multscatter(c("cov","cov4","HP1.shape","my.tM1", "my.tM2"), X)
    multscatter(c("cov","cov4","HP1.shape","my.tM1", "my.tM2"), X, toshape=FALSE)

[Package JADE version 2.0-0 Index]