negent2D function

Maximizing negentropy for $q = 2$ dimensions

Searches for the rotation that maximizes the estimated negentropy of the first column of the rotated data, for $q = 2$ dimensional data.

negent2D(y, m = 100)

Arguments

• y: The $n x 2$ data matrix.
• m: The number of angles (between $0$ and $\pi$) over which to search.

Returns

A list with the following components:

• vectors: The $2 ? 2$ orthogonal matrix G that optimizes the negentropy.
• values: Estimated negentropies for the two rotated variables. The largest is first.

Examples

# Load iris data
data(iris)

# Centers and scales the variables.
y <- scale(as.matrix(iris[, 1:2]))

# Obtains Negent Vectors for 2 x 2 matrix
gstar <- negent2D(y, m = 10)$vectors

See Also

negent, negent3D