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rcModelPLMr

Fit robust row-column models to a matrix


Description

These functions fit row-column effect models to matrices using PLM-r and variants

Usage

rcModelPLMr(y)
rcModelPLMrr(y)
rcModelPLMrc(y)
rcModelWPLMr(y, w)
rcModelWPLMrr(y, w)
rcModelWPLMrc(y, w)

Arguments

y

A numeric matrix

w

A matrix or vector of weights. These should be non-negative.

Details

These functions fit row-column models to the specified input matrix. Specifically the model

y_ij = r_i + c_j + e_ij

with r_i and c_j as row and column effects respectively. Note that these functions treat the row effect as the parameter to be constrained using sum to zero.

The rcModelPLMr and rcModelWPLMr functions use the PLM-r fitting procedure. This adds column and row robustness to single element robustness.

The rcModelPLMrc and rcModelWPLMrc functions use the PLM-rc fitting procedure. This adds column robustness to single element robustness.

The rcModelPLMrr and rcModelWPLMrr functions use the PLM-rr fitting procedure. This adds row robustness to single element robustness.

Value

A list with following items:

Estimates

The parameter estimates. Stored in column effect then row effect order

Weights

The final weights used

Residuals

The residuals

StdErrors

Standard error estimates. Stored in column effect then row effect order

Author(s)

B. M. Bolstad bmb@bmbolstad.com

See Also

Examples

col.effects <- c(10,11,10.5,12,9.5)
row.effects <- c(seq(-0.5,-0.1,by=0.1),seq(0.1,0.5,by=0.1))


y <- outer(row.effects, col.effects,"+")
w <- runif(50)

rcModelPLMr(y)
rcModelWPLMr(y, w)


### An example where there no or only occasional outliers
y <- y + rnorm(50,sd=0.1)
par(mfrow=c(2,2))
image(1:10,1:5,rcModelPLMr(y)$Weights,xlab="row",ylab="col",main="PLM-r",zlim=c(0,1))
image(1:10,1:5,rcModelPLMrc(y)$Weights,xlab="row",ylab="col",main="PLM-rc",zlim=c(0,1))
image(1:10,1:5,rcModelPLMrr(y)$Weights,xlab="row",ylab="col",main="PLM-rr",zlim=c(0,1))
matplot(y,type="l")


### An example where there is a row outlier
y <- outer(row.effects, col.effects,"+")
y[1,] <- 11+ rnorm(5)

y <- y + rnorm(50,sd=0.1)

par(mfrow=c(2,2))
image(1:10,1:5,rcModelPLMr(y)$Weights,xlab="row",ylab="col",main="PLM-r",zlim=c(0,1))
image(1:10,1:5,rcModelPLMrc(y)$Weights,xlab="row",ylab="col",main="PLM-rc",zlim=c(0,1))
image(1:10,1:5,rcModelPLMrr(y)$Weights,xlab="row",ylab="col",main="PLM-rr",zlim=c(0,1))
matplot(y,type="l")

### An example where there is a column outlier
y <- outer(row.effects, col.effects,"+")
w <- rep(1,50)

y[,4] <- 12 + rnorm(10)
y <- y + rnorm(50,sd=0.1)

par(mfrow=c(2,2))
image(1:10,1:5,rcModelWPLMr(y,w)$Weights,xlab="row",ylab="col",main="PLM-r",zlim=c(0,1))
image(1:10,1:5,rcModelWPLMrc(y,w)$Weights,xlab="row",ylab="col",main="PLM-rc",zlim=c(0,1))
image(1:10,1:5,rcModelWPLMrr(y,w)$Weights,xlab="row",ylab="col",main="PLM-rr",zlim=c(0,1))
matplot(y,type="l")


### An example where there is both column and row outliers
y <- outer(row.effects, col.effects,"+")
w <- rep(1,50)

y[,4] <- 12 + rnorm(10)
y[1,] <- 11+ rnorm(5)

y <- y + rnorm(50,sd=0.1)

par(mfrow=c(2,2))
image(1:10,1:5,rcModelWPLMr(y,w)$Weights,xlab="row",ylab="col",main="PLM-r",zlim=c(0,1))
image(1:10,1:5,rcModelWPLMrc(y,w)$Weights,xlab="row",ylab="col",main="PLM-rc",zlim=c(0,1))
image(1:10,1:5,rcModelWPLMrr(y,w)$Weights,xlab="row",ylab="col",main="PLM-rr",zlim=c(0,1))
matplot(y,type="l")

preprocessCore

A collection of pre-processing functions

v1.52.1
LGPL (>= 2)
Authors
Ben Bolstad <bmb@bmbolstad.com>
Initial release

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