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Compositional (version 1.0)

sscov: Spatial sign covariance matrix

Description

Spatial sign covariance matrix.

Usage

sscov(x)

Arguments

x
A matrix with continuous data.

Value

  • The spatial sign covariance matrix.

Details

The spatial median is at firrst computed and then the covariance matrix. This is used in the function comp.den.

References

A Durre, D Vogel, DE Tyler (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, comp.den

Examples

Run this code
library(MASS)
sscov(iris[, 1:4])

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