pre.scale, pre.sphere {ks}R Documentation

Pre-sphering and pre-scaling

Description

Pre-sphered or pre-scaled version of data.

Usage

pre.sphere(x, mean.centred=FALSE)
pre.scale(x, mean.centred=FALSE)

Arguments

x matrix of data values
mean.centred if TRUE then centre the data values to have zero mean

Details

For pre-scaling, the data values are pre-multiplied by S^(-1/2) and for pre-scaling, by S_D^(-1/2) where S is the sample variance and S_D is diag (S_1^2, S_2^2, ..., S_d^2) where S_i^2 is the i-th marginal sample variance.

If H* is the bandwidth matrix for the pre-transformed data and H is the bandwidth matrix for the original data, then S^(1/2) H* S^(1/2) or S_D^(1/2) H* S_D^(1/2) as appropriate.

Value

Pre-sphered or pre-scaled version of data. These pre-transformations are required for implementing the plug-in Hpi selectors and the smoothed cross validation Hscv selectors.

Examples

data(unicef)
unicef <- as.matrix(unicef)
unicef.sp <- pre.sphere(unicef)
unicef.sc <- pre.scale(unicef, mean.centred=TRUE)
var(unicef.sp)
var(unicef.sc)

[Package ks version 1.6.2 Index]