robustbase: r6pack – R documentation

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r6pack

Robust Distance based observation orderings based on robust "Six pack"

Description

Compute six initial robust estimators of multivariate location and “scatter” (scale); then, for each, compute the distances d_ij and take the h (h > n/2) observations with smallest distances. Then compute the statistical distances based on these h observations.

Return the indices of the observations sorted in increasing order.

Usage

r6pack(x, h, full.h, scaled = TRUE, scalefn = rrcov.control()$scalefn)

Arguments

`x`	n x p data matrix
`h`	integer, typically around (and slightly larger than) n/2.
`full.h`	logical specifying if the full (length n) observation ordering should be returned; otherwise only the first `h` are. For `.detmcd()`, `full.h=FALSE` is typical.
`scaled`	logical indicating if the data `x` is already scaled; if false, we apply `x <- doScale(x, median, scalefn)`.
`scalefn`	a `function(u)` to compute a robust univariate scale of u.

Details

The six initial estimators are

Hyperbolic tangent of standardized data
Spearmann correlation matrix
Tukey normal scores
Spatial sign covariance matrix
BACON
Raw OGK estimate for scatter

Value

a h' x 6 matrix of observation indices, i.e., with values from 1..n. If full.h is true, h' = n, otherwise h' = h.

Author(s)

Valentin Todorov, based on the original Matlab code by Tim Verdonck and Mia Hubert. Martin Maechler for tweaks (performance etc), and full.h.

References

Hubert, M., Rousseeuw, P. J. and Verdonck, T. (2012) A deterministic algorithm for robust location and scatter. Journal of Computational and Graphical Statistics 21, 618–637.

Examples

data(pulpfiber)
dim(m.pulp <- data.matrix(pulpfiber)) #  62 x 8
dim(fr6  <- r6pack(m.pulp, h = 40, full.h= FALSE)) #  h x 6  = 40 x 6
dim(fr6F <- r6pack(m.pulp, h = 40, full.h= TRUE )) #  n x 6  = 62 x 6
stopifnot(identical(fr6, fr6F[1:40,]))

robustbase

Basic Robust Statistics

v0.93-7

GPL (>= 2)

Authors

Martin Maechler [aut, cre] (<https://orcid.org/0000-0002-8685-9910>), Peter Rousseeuw [ctb] (Qn and Sn), Christophe Croux [ctb] (Qn and Sn), Valentin Todorov [aut] (most robust Cov), Andreas Ruckstuhl [aut] (nlrob, anova, glmrob), Matias Salibian-Barrera [aut] (lmrob orig.), Tobias Verbeke [ctb, fnd] (mc, adjbox), Manuel Koller [aut] (mc, lmrob, psi-func.), Eduardo L. T. Conceicao [aut] (MM-, tau-, CM-, and MTL- nlrob), Maria Anna di Palma [ctb] (initial version of Comedian)

Initial release

2021-01-04