cv.mvcauchyda

Cross-validation for the Cauchy discriminant analysis.

Cross-validation for the Cauchy discriminant analysis

The Cauchy distribution is a special case of the t distribution when the degrees of freedom are equal to 1. The functions are related to the multivariate Cauchy distribution and include simulation, computation of the density, maximum likelihood estimation, contour plot of the bivariate Cauchy distribution, and discriminant analysis. References include: Nadarajah S. and Kotz S. (2008). "Estimation methods for the multivariate t distribution". Acta Applicandae Mathematicae, 102(1): 99--118. <doi:10.1007/s10440-008-9212-8>, and Kanti V. Mardia, John T. Kent and John M. Bibby (1979). "Multivariate analysis", ISBN:978-0124712522. Academic Press, London.

Michail Tsagris

mvcauchy

Multivariate Cauchy Distribution

Christos Adam

Cross-validation for the Cauchy discriminant analysis function

<dl><dt>x</dt>
<dd>A matrix with the data.</dd><dt>ina</dt>
<dd>A group indicator variable for the avaiable data.</dd><dt>nfolds</dt>
<dd>The number of folds in the cross validation.</dd><dt>folds</dt>
<dd>If you have the list with the folds supply it here. You can also leave it NULL
and it will create folds.</dd><dt>stratified</dt>
<dd>Do you want the folds to be created in a stratified way? TRUE or FALSE.</dd><dt>seed</dt>
<dd>You can specify your own seed number here or leave it NULL.</dd></dl>

Arguments

Michail Tsagris.
R implementation and documentation: Michail Tsagris <a href="/link/mtsagris%40uoc.gr?package=mvcauchy&version=1.0" data-mini-rdoc="mvcauchy::mtsagris@uoc.gr">mtsagris@uoc.gr</a>.

Author

Cross-validation for the Cauchy discriminant analysis — Cross-validation for the Cauchy discriminant analysis

<dl>

<dt>x</dt>
<dd>A matrix with the data.</dd>

<dt>ina</dt>
<dd>A group indicator variable for the avaiable data.</dd>

<dt>nfolds</dt>
<dd>The number of folds in the cross validation.</dd>

<dt>folds</dt>
<dd>If you have the list with the folds supply it here. You can also leave it NULL
and it will create folds.</dd>

<dt>stratified</dt>
<dd>Do you want the folds to be created in a stratified way? TRUE or FALSE.</dd>

<dt>seed</dt>
<dd>You can specify your own seed number here or leave it NULL.</dd>

</dl>

Michail Tsagris.
R implementation and documentation: Michail Tsagris <a href='mailto:mtsagris@uoc.gr'>mtsagris@uoc.gr</a>.

Cross-validation for the Cauchy discriminant analysis: Cross-validation for the Cauchy discriminant analysis

Description

Usage

Value

Arguments

Author

Details

References

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Examples