Compositional (version 3.1)

Spatial sign covariance matrix: 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.

Value

The spatial sign covariance matrix.

Details

The spatial median is at first computed (if not supplied) and then the covariance matrix. This is used in the function comp.den.

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, comp.den

Examples

# NOT RUN {
library(MASS)
sscov( as.matrix(iris[, 1:4]) )
# }