MaxSkewThree function

MaxSkew: skewness-based projection pursuit

Finds Orthogonal Data Projections with Maximal Skewness for Trivariate Random Vectors

.MaxSkewThree(data, iterations)

Arguments

• data: Data matrix where rows and columns represent units and variables.
• iterations: Number of required iterations.

Details

It is an internal function called by MaxSkew

References

de Lathauwer L., de Moor B.and Vandewalle J. (2000). Onthebestrank-1andrank-(R_1,R_2,...R_N) approximation of high-order tensors. SIAM Jour. Matrix Ana. Appl. 21, 1324-1342.

Loperfido, N. (2010). Canonical Transformations of Skew-Normal Variates. Test 19, 146-165.

Loperfido, N. (2013). Skewness and the Linear Discriminant Function. Statistics and Probability Letters 83, 93-99.

Malkovich, J.F. and Afifi, A.A. (1973). On Tests for Multivariate Normality. J. Amer. Statist. Ass. 68, 176-179

Author(s)

Cinzia Franceschini and Nicola Loperfido