Multivariate L1 Median
Computes the multivariate L1 median (also called spatial median) of a data matrix.
l1median(X, MaxStep = 200, ItTol = 10^-8, trace = 0, m.init = .colMedians (X))
X |
A matrix containing the values whose multivariate L1 median is to be computed. |
MaxStep |
The maximum number of iterations. |
ItTol |
Tolerance for convergence of the algorithm. |
trace |
The tracing level. |
m.init |
An initial estimate. |
returns the vector of the coordinates of the L1 median.
Heinrich Fritz, Peter Filzmoser <P.Filzmoser@tuwien.ac.at>
C. Croux, P. Filzmoser, M. Oliveira, (2007). Algorithms for Projection-Pursuit Robust Principal Component Analysis, Chemometrics and Intelligent Laboratory Systems, Vol. 87, pp. 218-225.
l1median(rnorm(100), trace = -1) # this returns the median of the sample
# multivariate data with outliers
library(mvtnorm)
x <- rbind(rmvnorm(200, rep(0, 4), diag(c(1, 1, 2, 2))),
rmvnorm( 50, rep(3, 4), diag(rep(2, 4))))
l1median(x, trace = -1)
# compare with coordinate-wise median:
apply(x,2,median)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.