R: Spatial sign covariance matrix

Spatial sign covariance matrix {Rfast} | R Documentation

## Spatial sign covariance matrix

### Description

Spatial sign covariance matrix.

### Usage

    sscov(x, me = NULL, tol = 1e-09)

### Arguments

`x` | A matrix with continuous data.
`me` | If you have already computed the spatial median plug it in here.
`tol` | A tolerance level to terminate the process of finding the spatial median. This is set to 1e-09 by default.

### Details

The spatial median is at first computed (if not supplied) and then the covariance matrix.

### Value

The spatial sign covariance matrix.

### Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris <mtsagris@uoc.gr>.

### References

Durre A, Vogel D. and D.E. Tyler D.E.(2014). The spatial sign covariance matrix with unknown location. Journal of Multivariate Analysis, 130: 107-117. http://arxiv.org/pdf/1307.5706v2.pdf

### See Also

`spat.med, spatmed.reg`

### Examples

    res<-sscov( as.matrix(iris[, 1:4]) )

[Package Rfast version 2.0.4 Index]