ICS_mcd

ICS_mcd_raw

ICS_mcd_rwt

It is a wrapper for the (reweighted) MCD estimators of location and scatter
as computed by <code>rrcov::CovMcd()</code>.

Implementation of tandem clustering with invariant coordinate
selection with different scatter matrices and several choices for the
selection of components as described in Alfons, A., Archimbaud, A., Nordhausen, K.and Ruiz-Gazen, A. (2024) <doi:10.1016/j.ecosta.2024.03.002>.

Aurore Archimbaud

ICSClust

Tandem Clustering with Invariant Coordinate Selection

Andreas Alfons

Klaus Nordhausen

Anne Ruiz-Gazen

ICS_mcd function

<dl><dt>x</dt>
<dd>a numeric matrix or data frame.</dd>
<dt>location</dt>
<dd>a logical indicating whether to include the MCD-estimate of
location (defaults to <code>FALSE</code>).</dd>
<dt>nsamp</dt>
<dd>number of subsets used for initial estimates or <code>"best"</code>,
<code>"exact"</code> or <code>"deterministic"</code> (default).</dd>
<dt>alpha</dt>
<dd>numeric parameter controlling the size of the subsets over
which the determinant is minimized as in <code>rrcov::CovMcd()</code>.</dd>
<dt>...</dt>
<dd>potential further arguments passed to <code>rrcov::CovMcd()</code>.</dd></dl>

Arguments

Andreas Alfons and Aurore Archimbaud

Author

MCD location and Scatter Estimates for ICS — ICS_mcd

<dl>

<dt>x</dt>
<dd>a numeric matrix or data frame.</dd>


<dt>location</dt>
<dd>a logical indicating whether to include the MCD-estimate of
location (defaults to <code>FALSE</code>).</dd>


<dt>nsamp</dt>
<dd>number of subsets used for initial estimates or <code>"best"</code>,
<code>"exact"</code> or <code>"deterministic"</code> (default).</dd>


<dt>alpha</dt>
<dd>numeric parameter controlling the size of the subsets over
which the determinant is minimized as in <code>rrcov::CovMcd()</code>.</dd>


<dt>...</dt>
<dd>potential further arguments passed to <code>rrcov::CovMcd()</code>.</dd>

</dl>

ICS_mcd: MCD location and Scatter Estimates for ICS

Description

Usage

Value

Arguments

Author

Details

See Also