FScomputeEnvelope {Rfwdmv} | R Documentation |
Computes a confidence envelope for the Random Starts forward plot.
FScomputeEnvelope(n, p, m, probs = c(0.01, 0.5, 0.99), tolerance = 0.001)
n |
an integer value giving the number of observations in the data. |
p |
an integer value giving the dimension of the data. |
m |
an integer giving the size of the smallest subset in the forward search. |
probs |
a numeric vector containing the probabilities used to compute the quantiles. |
tolerance |
a positive numeric value giving the convergence tolerance. |
a numeric matrix whose columns contain the quantiles of the given order statisics. The row names contain the subset sizes and the columns names contain the quantiles specified in probs
.
fwdmvRandomStart
,
plot.fwdmvRandomStart
.
X <- matrix(rnorm(1200), nrow = 200, ncol = 6) temp <- fwdmvRandomStart(X) # the envelope is computed by FScomputeEnvelope # plot(temp, envelope = FALSE) envelope <- FScomputeEnvelope(200, 6, 12) domain <- as.numeric(row.names(envelope)) correction <- 200*6*(domain-2)/((200-1)*(domain-6-1)) envelope <- sqrt(sweep(envelope, 1, correction, "*")) matlines(domain, envelope, lty = 2, col = 1)