Mean3Cov4 {ICS} | R Documentation |
Returns, for some multivariate data, the location vector based on 3rd moments and the scatter matrix based on 4th moments.
Mean3Cov4(x)
x |
a numeric data matrix. |
Note that the scatter matrix of 4th moments is computed with respect to the mean vector and not with respect to the location vector based on 3rd moments.
A list containing:
locations |
The location vector based on 3rd moments as computed by |
scatter |
The scatter matrix based on 4th moments as computed by |
Klaus Nordhausen
X <- rmvnorm(200, 1:3, diag(2:4))
Mean3Cov4(X)