negent3D function

Maximizing negentropy for $Q = 3$ dimensions

Searches for the rotation that maximizes the estimated negentropy of the first column of the rotated data, and of the second variable fixing the first, for $q = 3$ dimensional data. The routine uses a random start for the function optim using the simulated annealing option SANN, hence one may wish to increase the number of attempts by setting nstart to a integer larger than 1.

negent3D(y, nstart = 1, m = 100, ...)

Arguments

• y: The $N x 3$ data matrix.

• nstart: The number of times to randomly start the search routine.

• m: The number of angles (between 0 and $\pi$) over which to search to find the second variables.

• ...: Further optional arguments to pass to the optim

  function to control the simulated annealing algorithm.

Returns

A list with the following components:

• vectors: The $3 x 3$ orthogonal matrix G that optimizes the negentropy.
• values: Estimated negentropies for the three rotated variables, from largest to smallest.

Examples

## Not run:

# Running this example will take approximately 30s.
# Centers and scales the variables.
y <- scale(as.matrix(iris[, 1:3]))

# Obtains Negent Vectors for 3x3 matrix
gstar <- negent3D(y, nstart = 100)$vectors
## End(Not run)

See Also

negent, negent2D