df_md {PPCI} | R Documentation |
Gradient of the Integrated Density on a Hyperplane
Description
Finds the gradient of the integrated density of the best hyperplanes orthogonal to a given projection vector (assumes the data have zero mean vector). Used to obtain minimum density hyperplanes using gradient based optimisation.
Usage
df_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), $COV (covariance matrix of X) |
Value
the (vector) gradient of the integrated density of the best hyperplane orthogonal to v.
[Package PPCI version 0.1.5 Index]