cepp (version 1.0)

evaluator: Functions to evaluate spatial quantiles

Description

These are objective functions whose minimization yields the spatial quantiles.

Usage

evaluator.2(samp)
evaluator.3(samp)

Arguments

samp

The data for which quantiles are required.

Value

• A function that should be passed to an optimizer.

Details

Either function returns another function suitable for passing to an optimizer like nlm or trust.

References

P. Chaudhuri. On a geometric notion of quantiles for multivariate data. Journal of the American Statistical Association, 91(434):862-872, 1996.

Examples

x <- rnorm(500)
dim(x) <- c(250,2)
ev <- evaluator.2(x)
##The Spatial Median
trust(ev,parinit=c(median(x[1,]),median(x[2,])),u=c(0,0),rinit=0.5,rmax=2e5)
##Quantile for vector (0.2,0.3)
trust(ev,parinit=c(median(x[1,]),median(x[2,])),u=c(0.2,0.3),rinit=0.5,rmax=2e5)