mean3 {ICS} | R Documentation |
Estimates the location based on third moments.
mean3(X, na.action = na.fail)
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. |
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.
A vector.
Klaus Nordhausen, klaus.nordhausen@uta.fi
Oja, H., Sirkiä, S. and Eriksson, J. (2006), Scatter matrices and independent component analysis, Austrian Journal of Statistics, 35, 175–189.
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)