EFM (version 1.3.0)

elliptical_errors: Calculate errors for elliptical distributions

Description

This function calculates errors for elliptical distributions, including Elliptical-Normal Distribution and Elliptical-t Distribution.

Usage

elliptical_errors(data, distribution = "normal", df = NULL)

Value

A list containing error metrics for the specified elliptical distribution.

Arguments

data

Matrix of data following an elliptical distribution.

distribution

Type of elliptical distribution ("normal" or "t").

df

Degrees of freedom for Elliptical-t Distribution (required if distribution is "t").

Details

Calculate errors for elliptical distributions

Examples

set.seed(123)
n <- 100; p <- 5
data_normal <- MASS::mvrnorm(n, rep(0, p), diag(p))
errors_normal <- elliptical_errors(data_normal, distribution = "normal")

data_t <- matrix(stats::rt(n * p, df = 5), nrow = n, ncol = p)
errors_t <- elliptical_errors(data_t, distribution = "t", df = 5)
print(errors_normal)
print(errors_t)