rrcov: rrcov-utils – R documentation

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rrcov-utils

Different utility functions to be used in rrcov and packages depending on rrcov

Different utility functions to be used in rrcov and packages depending on rrcov:

myscreeplot Plots screeplots for two covariance matrices
mtxconfusion Computes a confusion matrix between actual and predicted class membership
MATLAB-like functions
- sqrtm Returns the square root of a symetric positive definite matrix
- ones Returns a nxp matrix filled with ones
- zeros Returns a nxp matrix filled with zeros
- vecnorm Returns the norm of a vector
- rankMM Returns the rank of the matrix
- repmat Replicates a matrix

myscreeplot(rcov, ccov)
    mtxconfusion(actual, predicted, prior = NULL, printit=FALSE)
    sqrtm(A)

`A`	A matrix.
`tol`	Optional numerical tolerance (compared to singular values).
`sv`	A vector of non-increasing singular values of a matrix A, if already computed.
`rcov, ccov`	Covariance matrices.
`n`	Number of rows.
`p`	Number of columns.
`actual`	Actual class membership.
`predicted`	Predicted class membership.
`prior`	Prior probabilities.
`printit`	Wheather to print the results.

Scalable Robust Estimators with High Breakdown Point

v1.5-5

GPL (>= 2)

Authors

Valentin Todorov [aut, cre] (<https://orcid.org/0000-0003-4215-0245>)

Initial release

2020-07-31