PPCI (version 0.1.5)

f_md: Integrated Density on a Hyperplane

Description

Finds the integrated density of the best hyperplanes orthogonal to a given projection vector (assumes the data have zero mean vector). Used as projection index for projection pursuit to find minimum density hyperplanes.

Usage

f_md(v, X, P)

Arguments

v

a numeric vector of length ncol(X)

X

a numeric matrix (num_data x num_dimensions) to be projected on v

P

a list of parameters including (at least) $h (positive numeric bandwidth value), $alpha (positive numeric constraint width), $C (positive numeric affecting the slope of the penalty)

Value

the value of the integrated density of the best hyperplane orthogonal to v